Downloading ^NDX...
================================================================================
NASDAQ-100  (1986 → 2026)
================================================================================

--- OVERALL (No Regime Filter) ---

  Horizon              │   Up % │  Avg Ret │  Avg MDD │  Med MDD
  ──────────────────── ┼ ────── ┼ ──────── ┼ ──────── ┼ ────────
  1 week later         │  57.7% │    +0.3% │    -1.7% │    -0.9%
  1 month later        │  62.7% │    +1.3% │    -3.9% │    -2.4%
  2 months later       │  66.5% │    +2.7% │    -5.6% │    -3.5%
  3 months later       │  69.8% │    +4.1% │    -6.8% │    -4.2%
  6 months later       │  74.3% │    +8.4% │    -9.1% │    -5.5%
  1 year later         │  81.7% │   +17.3% │   -11.8% │    -7.2%

--- ABOVE 200 SMA ---

  Horizon              │   Up % │  Avg Ret │  Avg MDD │  Med MDD
  ──────────────────── ┼ ────── ┼ ──────── ┼ ──────── ┼ ────────
  1 week later         │  60.3% │    +0.4% │    -1.4% │    -0.7%
  1 month later        │  67.7% │    +1.7% │    -3.0% │    -1.8%
  2 months later       │  73.8% │    +3.5% │    -4.1% │    -2.5%
  3 months later       │  78.7% │    +5.3% │    -4.7% │    -2.9%
  6 months later       │  89.1% │   +10.7% │    -5.8% │    -3.2%
  1 year later         │  89.2% │   +22.0% │    -7.6% │    -3.6%

--- BELOW 200 SMA ---

  Horizon              │   Up % │  Avg Ret │  Avg MDD │  Med MDD
  ──────────────────── ┼ ────── ┼ ──────── ┼ ──────── ┼ ────────
  1 week later         │  51.9% │    +1.5% │    -2.6% │    -1.6%
  1 month later        │  54.3% │    +6.8% │    -6.1% │    -4.2%
  2 months later       │  57.9% │   +15.1% │    -8.7% │    -5.7%
  3 months later       │  63.1% │   +25.9% │   -10.7% │    -6.7%
  6 months later       │  65.9% │   +56.3% │   -14.7% │    -8.5%
  1 year later         │  74.7% │  +128.1% │   -18.5% │    -9.9%



Downloading ^IXIC...
================================================================================
NASDAQ Composite  (1971 → 2026)
================================================================================

--- OVERALL (No Regime Filter) ---

  Horizon              │   Up % │  Avg Ret │  Avg MDD │  Med MDD
  ──────────────────── ┼ ────── ┼ ──────── ┼ ──────── ┼ ────────
  1 week later         │  57.8% │    +0.2% │    -1.4% │    -0.6%
  1 month later        │  61.6% │    +1.0% │    -3.3% │    -1.9%
  2 months later       │  64.0% │    +2.1% │    -4.9% │    -2.9%
  3 months later       │  65.6% │    +3.1% │    -6.1% │    -3.7%
  6 months later       │  69.9% │    +6.3% │    -8.6% │    -5.1%
  1 year later         │  75.9% │   +12.8% │   -11.8% │    -7.2%

--- ABOVE 200 SMA ---

  Horizon              │   Up % │  Avg Ret │  Avg MDD │  Med MDD
  ──────────────────── ┼ ────── ┼ ──────── ┼ ──────── ┼ ────────
  1 week later         │  61.4% │    +0.3% │    -1.1% │    -0.4%
  1 month later        │  68.0% │    +1.4% │    -2.6% │    -1.4%
  2 months later       │  72.0% │    +2.8% │    -3.7% │    -2.0%
  3 months later       │  75.9% │    +4.2% │    -4.4% │    -2.5%
  6 months later       │  87.4% │    +8.5% │    -5.9% │    -2.8%
  1 year later         │  86.1% │   +17.2% │    -7.9% │    -3.4%

--- BELOW 200 SMA ---

  Horizon              │   Up % │  Avg Ret │  Avg MDD │  Med MDD
  ──────────────────── ┼ ────── ┼ ──────── ┼ ──────── ┼ ────────
  1 week later         │  50.8% │    +0.9% │    -2.0% │    -1.1%
  1 month later        │  50.1% │    +3.8% │    -5.1% │    -3.5%
  2 months later       │  54.6% │    +7.8% │    -7.5% │    -5.4%
  3 months later       │  56.2% │   +12.0% │    -9.4% │    -6.7%
  6 months later       │  59.1% │   +26.1% │   -13.2% │    -9.8%
  1 year later         │  72.6% │   +59.5% │   -17.4% │   -12.6%


Downloading ^NDX...
  10181 trading days: 1985-10-01 → 2026-02-27
C:\Users\Chris\AppData\Local\Temp\ipykernel_7608\640133298.py:140: FutureWarning: Styler.applymap has been deprecated. Use Styler.map instead.
  .applymap(color_pct, subset=pct_cols)
NASDAQ-100 (^NDX) — War Event Study
  Event Date Category T0 Price Day 1 Week 1 1 Month 3 Months 6 Months 12 Months Max DD (3mo) Notes
0 US Bombs Libya 1986-04-15 Targeted Strike 154.92 2.6% 1.9% 1.3% -5.6% -9.2% 18.7% -5.6% Op El Dorado Canyon
1 Gulf War I - Iraq Invades Kuwait 1990-08-02 Regional War 218.97 -2.9% -4.5% -11.6% -21.2% 6.1% 25.2% -21.2% Saddam invades Kuwait, oil spikes
2 Gulf War I - Desert Storm Begins 1991-01-17 Regional War 209.26 1.1% 5.0% 18.7% 32.7% 27.2% 68.2% 0.0% US-led air campaign begins
3 NATO Bombs Yugoslavia 1999-03-24 Targeted Strike 2,013.55 3.5% 4.6% 9.8% 11.2% 24.9% 128.3% 0.0% Op Allied Force, Kosovo
4 9/11 Terrorist Attacks 2001-09-11 Terrorism 1,365.39 -8.3% -17.5% 1.0% 17.3% 10.3% -33.5% -17.5% Markets closed Sep 11-16
5 Afghanistan War Begins 2001-10-07 Regional War 1,271.73 0.6% 9.6% 16.4% 29.7% 5.8% -36.7% 0.0% Op Enduring Freedom
6 Iraq War Begins 2003-03-20 Regional War 1,080.24 1.2% -1.7% 0.1% 13.5% 29.6% 29.5% -1.7% Shock and Awe
7 Israel-Lebanon War 2006-07-12 Terrorism 1,501.46 -1.6% -0.7% -0.3% 12.8% 22.2% 35.3% -1.6% Hezbollah raid triggers invasion
8 Russia Invades Georgia 2008-08-08 Regional War 1,926.23 0.8% 1.6% -10.6% -35.5% -33.5% -16.4% -35.5% 5-day war, GFC underway
9 Libya / NATO Intervention 2011-03-19 Targeted Strike 2,221.07 1.9% 4.3% 3.2% -1.3% 3.8% 23.1% -1.3% Op Unified Protector
10 Russia Annexes Crimea 2014-03-18 Regional War 3,706.62 -0.6% -2.1% -4.7% 2.0% 9.7% 19.3% -4.7% Crimea annexed from Ukraine
11 US Strikes Syria 2017-04-07 Targeted Strike 5,418.37 0.1% -0.4% 4.8% 5.1% 11.9% 22.1% -0.4% 59 Tomahawks, chem weapons
12 US Kills Soleimani 2020-01-03 Targeted Strike 8,793.90 0.6% 2.0% 6.1% -14.4% 20.6% 44.4% -14.4% Iran tensions spike
13 Russia Invades Ukraine 2022-02-24 Regional War 13,974.67 1.5% 0.4% 5.6% -14.5% -5.9% -13.7% -14.5% Full-scale invasion, rate hikes
14 Israel-Hamas War (Oct 7) 2023-10-07 Terrorism 14,973.24 0.5% 0.1% 1.2% 11.2% 21.3% 34.3% 0.0% Hamas attack on Israel
15 Iran Strikes Israel 2024-04-13 Terrorism 18,003.49 -1.6% -5.4% 1.1% 13.2% 12.6% 4.6% -5.4% 300+ drones/missiles, first direct
C:\Users\Chris\AppData\Local\Temp\ipykernel_7608\640133298.py:179: FutureWarning: Styler.applymap has been deprecated. Use Styler.map instead.
  .applymap(lambda v: "color: #006100; font-weight: bold" if isinstance(v, float) and v > 0.001
Summary Statistics Across All Events
  Average Median % Positive Best Worst Std Dev Count
Window              
Day 1 -0.0% 0.6% 69% +3.5% -8.3% 2.7% 16
Week 1 -0.2% 0.3% 56% +9.6% -17.5% 5.9% 16
1 Month 2.6% 1.3% 75% +18.7% -11.6% 8.1% 16
3 Months 3.5% 8.1% 62% +32.7% -35.5% 18.3% 16
6 Months 9.8% 11.1% 81% +29.6% -33.5% 16.1% 16
12 Months 22.0% 22.6% 75% +128.3% -36.7% 39.9% 16
C:\Users\Chris\AppData\Local\Temp\ipykernel_7608\640133298.py:208: FutureWarning: Styler.applymap has been deprecated. Use Styler.map instead.
  .applymap(color_pct, subset=pct_cols[:-1])
Average Returns by Conflict Type
  N Day 1 Week 1 1 Month 3 Months 6 Months 12 Months
Category              
Targeted Strike 5 1.7% 2.5% 5.1% -1.0% 10.4% 47.3%
Regional War 7 0.2% 1.2% 2.0% 1.0% 5.6% 10.8%
Terrorism 4 -2.7% -5.9% 0.7% 13.6% 16.6% 10.2%
C:\Users\Chris\AppData\Local\Temp\ipykernel_7608\640133298.py:239: FutureWarning: Styler.applymap has been deprecated. Use Styler.map instead.
  .applymap(color_pct, subset=chg_cols)
Detailed Price Data
  Event T0 Date T0 Price Day 1 Date Day 1 Price Day 1 Chg% Week 1 Date Week 1 Price Week 1 Chg% 1 Month Date 1 Month Price 1 Month Chg% 3 Months Date 3 Months Price 3 Months Chg% 6 Months Date 6 Months Price 6 Months Chg% 12 Months Date 12 Months Price 12 Months Chg%
0 US Bombs Libya 1986-04-15 154.92 1986-04-16 158.90 0.025658 1986-04-22 157.86 0.018978 1986-05-14 157.01 0.013459 1986-07-15 146.26 -0.055932 1986-10-13 140.68 -0.091951 1987-04-13 183.95 0.187355
1 Gulf War I - Iraq Invades Kuwait 1990-08-02 218.97 1990-08-03 212.60 -0.029068 1990-08-09 209.12 -0.044961 1990-08-31 193.62 -0.115792 1990-10-31 172.55 -0.211970 1991-01-31 232.43 0.061447 1991-08-01 274.24 0.252409
2 Gulf War I - Desert Storm Begins 1991-01-17 209.26 1991-01-18 211.49 0.010680 1991-01-24 219.79 0.050296 1991-02-15 248.34 0.186729 1991-04-18 277.78 0.327440 1991-07-18 266.23 0.272269 1992-01-16 351.92 0.681712
3 NATO Bombs Yugoslavia 1999-03-24 2,013.55 1999-03-25 2,083.35 0.034665 1999-03-31 2,106.39 0.046108 1999-04-23 2,210.44 0.097782 1999-06-23 2,239.33 0.112130 1999-09-22 2,513.94 0.248511 2000-03-22 4,596.81 1.282938
4 9/11 Terrorist Attacks 2001-09-10 1,365.39 2001-09-17 1,252.70 -0.082533 2001-09-21 1,126.95 -0.174631 2001-10-15 1,378.92 0.009909 2001-12-13 1,601.91 0.173225 2002-03-18 1,505.89 0.102901 2002-09-16 908.48 -0.334637
5 Afghanistan War Begins 2001-10-05 1,271.73 2001-10-08 1,279.63 0.006212 2001-10-12 1,393.84 0.096019 2001-11-05 1,480.21 0.163934 2002-01-07 1,649.83 0.297312 2002-04-09 1,345.32 0.057866 2002-10-07 804.64 -0.367287
6 Iraq War Begins 2003-03-20 1,080.24 2003-03-21 1,093.12 0.011923 2003-03-27 1,061.93 -0.016950 2003-04-21 1,081.04 0.000741 2003-06-19 1,225.89 0.134831 2003-09-18 1,400.13 0.296129 2004-03-19 1,398.58 0.294694
7 Israel-Lebanon War 2006-07-12 1,501.46 2006-07-13 1,478.16 -0.015518 2006-07-19 1,490.60 -0.007233 2006-08-10 1,496.28 -0.003450 2006-10-10 1,693.29 0.127762 2007-01-11 1,834.86 0.222051 2007-07-13 2,032.16 0.353456
8 Russia Invades Georgia 2008-08-08 1,926.23 2008-08-11 1,941.23 0.007787 2008-08-15 1,957.56 0.016265 2008-09-09 1,721.55 -0.106259 2008-11-06 1,241.97 -0.355233 2009-02-09 1,281.65 -0.334633 2009-08-10 1,610.43 -0.163947
9 Libya / NATO Intervention 2011-03-18 2,221.07 2011-03-21 2,262.70 0.018743 2011-03-25 2,316.36 0.042903 2011-04-18 2,292.34 0.032088 2011-06-17 2,192.96 -0.012656 2011-09-16 2,306.09 0.038279 2012-03-19 2,733.26 0.230605
10 Russia Annexes Crimea 2014-03-18 3,706.62 2014-03-19 3,682.74 -0.006443 2014-03-25 3,629.73 -0.020744 2014-04-16 3,533.09 -0.046816 2014-06-17 3,781.32 0.020153 2014-09-16 4,067.27 0.097299 2015-03-18 4,422.50 0.193135
11 US Strikes Syria 2017-04-07 5,418.37 2017-04-10 5,421.68 0.000611 2017-04-17 5,399.20 -0.003538 2017-05-09 5,678.31 0.047974 2017-07-10 5,694.15 0.050897 2017-10-06 6,064.57 0.119261 2018-04-10 6,615.87 0.221007
12 US Kills Soleimani 2020-01-03 8,793.90 2020-01-06 8,848.52 0.006211 2020-01-10 8,966.64 0.019643 2020-02-04 9,334.06 0.061424 2020-04-03 7,528.11 -0.143940 2020-07-06 10,604.06 0.205843 2021-01-04 12,694.66 0.443576
13 Russia Invades Ukraine 2022-02-24 13,974.67 2022-02-25 14,189.16 0.015349 2022-03-03 14,035.21 0.004332 2022-03-25 14,754.31 0.055789 2022-05-25 11,943.93 -0.145316 2022-08-25 13,143.58 -0.059471 2023-02-27 12,057.79 -0.137168
14 Israel-Hamas War (Oct 7) 2023-10-06 14,973.24 2023-10-09 15,047.15 0.004936 2023-10-13 14,995.12 0.001461 2023-11-06 15,154.93 0.012134 2024-01-08 16,649.87 0.111975 2024-04-09 18,169.90 0.213492 2024-10-08 20,107.78 0.342914
15 Iran Strikes Israel 2024-04-12 18,003.49 2024-04-15 17,706.83 -0.016478 2024-04-19 17,037.65 -0.053647 2024-05-13 18,198.61 0.010838 2024-07-15 20,386.88 0.132385 2024-10-11 20,271.97 0.126002 2025-04-15 18,830.23 0.045921
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===========================================================================
  NASDAQ-100 WAR EVENT STUDY — CONSOLE SUMMARY
===========================================================================
         Day 1:  avg=-0.0%  med=+0.6%  %pos=69%  worst=-8.3%  best=+3.5%  n=16
        Week 1:  avg=-0.2%  med=+0.3%  %pos=56%  worst=-17.5%  best=+9.6%  n=16
       1 Month:  avg=+2.6%  med=+1.3%  %pos=75%  worst=-11.6%  best=+18.7%  n=16
      3 Months:  avg=+3.5%  med=+8.1%  %pos=62%  worst=-35.5%  best=+32.7%  n=16
      6 Months:  avg=+9.8%  med=+11.1%  %pos=81%  worst=-33.5%  best=+29.6%  n=16
     12 Months:  avg=+22.0%  med=+22.6%  %pos=75%  worst=-36.7%  best=+128.3%  n=16
===========================================================================
⏳ Downloading NASDAQ-100 full history...
✅ 10,181 trading days  |  1985-10-01 → 2026-02-27
============================================================
  CURRENT DRAWDOWN SNAPSHOT
============================================================
  All-Time High:         26,119.85  on 2025-10-29
  Trough:                24,054.38  on 2025-11-20
  Max Drawdown:             -7.91%
  Current Price:         24,960.04
  Current Drawdown:         -4.44%
  Days Since ATH:          121
  Days ATH → Trough:        22
  Points to Recover:      1,159.81  (4.4%)
============================================================

  📊 Depth percentile:    0% of corrections were shallower
  📊 Duration percentile: 21% of corrections had a faster decline
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✅ Dashboard complete.
💡 Current drawdown: -4.44% from ATH of 26,120 on 2025-10-29
  ╔═══════════════════════════════════════════════════════════════════════════════╗
  ║  NASDAQ 100 — DIAMOND HANDS DASHBOARD                                       ║
  ║   24,960.04  |  2026-02-27                                                  ║
  ║  ATH:  26,119.85  (2025-10-29)  |  Current DD: -4.44%  |  121d ago       ║
  ╚═══════════════════════════════════════════════════════════════════════════════╝

  ════════════════════════════════════════════════════════════════════════════════
  1. HOLDING PERIOD WIN RATES — % of time you're positive after N days
  ════════════════════════════════════════════════════════════════════════════════

  Period        Win %    Avg Ret    Med Ret    Avg Win   Avg Loss      Worst
  ──────────────────────────────────────────────────────────────────────
  1 wk          58.0%     +0.33%     +0.53%     +2.42%     -2.57%    -28.46%
  2 wk          59.9%     +0.65%     +0.93%     +3.43%     -3.51%    -35.67%
  1 mo          63.0%     +1.36%     +1.68%     +5.16%     -5.11%    -37.39%
  3 mo          69.7%     +4.13%     +4.76%     +9.96%     -9.30%    -46.34%
  6 mo          74.0%     +8.37%     +9.36%    +15.91%    -13.07%    -59.54%
  1 yr          82.1%    +17.37%    +17.37%    +26.15%    -22.73%    -69.83%
  2 yr          85.7%    +37.75%    +31.34%    +48.90%    -28.85%    -78.11%

  ════════════════════════════════════════════════════════════════════════════════
  2. DRAWDOWN RECOVERY — How fast do pullbacks recover?
  ════════════════════════════════════════════════════════════════════════════════

  Pullback        Count   Med Recovery   Avg Recovery   Max Recovery    % < 60d
  ────────────────────────────────────────────────────────────────────────────
  ≥   5%           86             30d            115d           3924d      72.3%  (3 open)
  ≥  10%           43             51d            169d           3921d      55.8%
  ≥  15%           16             86d            368d           3916d      31.2%
  ≥  20%           10             99d            556d           3914d      40.0%
  ≥  30%            5            405d           1714d           3912d       0.0%

  ════════════════════════════════════════════════════════════════════════════════
  3. RED DAY REVERSAL — After a bad day, what happens next?
  ════════════════════════════════════════════════════════════════════════════════

  Day drop       Next day +    Next wk +    Next mo +    Avg next wk    Avg next mo
  ────────────────────────────────────────────────────────────────────────────────
  ≥  1.0%           53.7%         58.3%         61.2%          +0.57%          +1.55%
  ≥  1.5%           54.3%         57.5%         60.3%          +0.63%          +1.52%
  ≥  2.0%           54.9%         57.6%         56.8%          +0.66%          +1.19%
  ≥  3.0%           56.2%         55.6%         53.3%          +0.58%          +0.86%
  ≥  4.0%           57.7%         59.0%         53.2%          +1.04%          +1.34%
  ≥  5.0%           52.2%         62.7%         55.2%          +1.05%          +2.64%

  ════════════════════════════════════════════════════════════════════════════════
  4. COST OF MISSING THE BEST DAYS — Why timing kills returns
  ════════════════════════════════════════════════════════════════════════════════

  Over the last 20 years (5,040 trading days):

  Scenario                              Total Return       CAGR
  ──────────────────────────────────────────────────────────────
  Buy and hold                             +1401.9%     +14.51%
  Miss best 5 days                          +804.7%     +11.64%
  Miss best 10 days                         +548.3%      +9.80%
  Miss best 20 days                         +272.5%      +6.80%
  Miss best 30 days                         +138.1%      +4.43%
  Miss best 50 days                           +8.0%      +0.38%

  Of the 10 best days, 8 occurred within 5 trading days of the 10 worst days.
  Getting shaken out on a bad day = missing the recovery.

  ════════════════════════════════════════════════════════════════════════════════
  5. MAX ADVERSE EXCURSION — How much pain before profit?
  ════════════════════════════════════════════════════════════════════════════════

  For entries that were PROFITABLE at the horizon,
  how bad did the drawdown get along the way?

  Horizon     Entries    Win %    Med MAE    P75 MAE    P90 MAE    Worst MAE
  ────────────────────────────────────────────────────────────────────────
  1 mo         10,159    63.0%     -1.00%     -2.54%     -4.35%      -21.02%
  3 mo         10,117    69.7%     -2.40%     -4.94%     -7.75%      -29.28%
  6 mo         10,054    74.0%     -3.45%     -7.00%    -11.49%      -28.03%
  1 yr          9,928    82.1%     -5.38%    -10.43%    -15.13%      -38.94%

  Read: Even winning 1yr trades had a median intra-period drawdown of ~X%.
  The pain is normal. The question is whether you hold through it.

  ════════════════════════════════════════════════════════════════════════════════
  6. UGLY YEARS THAT ENDED WELL — Intra-year pain in good years
  ════════════════════════════════════════════════════════════════════════════════

  Years with ≥15% annual return — what was the max intra-year drawdown?

  Year       Annual Ret    Max Intra-Yr DD     Worst Date
  ────────────────────────────────────────────────────────
  1985          +19.4%             -3.3%     Oct 08
  1989          +28.2%            -11.0%     Dec 18
  1991          +65.6%            -11.5%     Jun 24
  1995          +44.8%            -11.8%     Dec 18
  1996          +40.2%            -14.4%     Jul 23
  1997          +21.5%            -18.2%     Dec 24
  1998          +82.1%            -23.0%     Oct 08
  1999          +99.9%            -12.0%     Aug 10
  2003          +42.8%            -13.1%     Feb 13
  2007          +18.5%            -11.5%     Nov 12
  2009          +47.2%            -18.6%     Mar 09
  2010          +17.6%            -15.9%     Jul 02
  2013          +30.8%             -6.0%     Jun 24
  2014          +18.9%             -8.2%     Oct 16
  2017          +30.2%             -4.9%     Jul 03
  2019          +37.3%            -11.1%     Jun 03
  2020          +45.3%            -28.0%     Mar 20
  2021          +28.6%            -10.9%     Mar 08
  2023          +54.9%            -10.9%     Oct 26
  2024          +27.0%            -13.6%     Aug 07
  2025          +20.4%            -22.9%     Apr 08

  Average max intra-year drawdown in good years (≥15% return): -13.4%
  Even great years have gut-wrenching pullbacks. That's the toll.

  ════════════════════════════════════════════════════════════════════════════════
  7. WHERE YOU ARE NOW
  ════════════════════════════════════════════════════════════════════════════════

  Current price:           24,960.04
  All-time high:           26,119.85  (2025-10-29)
  Drawdown from ATH:          -4.44%
  Days since ATH:                121
  DD percentile:               28.1%  (% of underwater days with smaller DD)

  Annualized vol (20d):        18.2%
  Annualized vol (60d):        15.1%
  Annualized vol (all):        25.9%
  ✓  Current vol is within normal range.

  ════════════════════════════════════════════════════════════════════════════════
  BOTTOM LINE: The market rewards patience. The pain is the price of admission.
  ════════════════════════════════════════════════════════════════════════════════

  NASDAQ 100  |  24,960.04  |  2026-03-01
  2,500,000 simulations across 5 models (worst-case ensemble)
  20-day low: 24,548.69  (-1.65% from current)

                                  90%      95%      97%      99%  
  ────────────────────────────────────────────────────────────
  End of Week  (Mar 06) [5d]     26,339   26,744   27,072   27,922   ▲ upside
                                  +5.5%    +7.1%    +8.5%   +11.9%
                                 23,732   23,435   23,090   22,205   ▼ downside
                                  -4.9%    -6.1%    -7.5%   -11.0%
  P(new 20d low): 46.4%

  End of Month (Mar 31) [22d]    28,670   29,566   30,230   31,878   ▲ upside
                                 +14.9%   +18.5%   +21.1%   +27.7%
                                 22,356   21,773   21,209   20,026   ▼ downside
                                 -10.4%   -12.8%   -15.0%   -19.8%
  P(new 20d low): 70.3%

  End of Qtr   (Jun 30) [87d]    34,928   37,093   38,700   42,362   ▲ upside
                                 +39.9%   +48.6%   +55.0%   +69.7%
                                 20,139   19,188   18,539   17,064   ▼ downside
                                 -19.3%   -23.1%   -25.7%   -31.6%
  P(new 20d low): 82.8%

  90 Days      (May 30) [65d]    32,946   34,699   35,996   38,983   ▲ upside
                                 +32.0%   +39.0%   +44.2%   +56.2%
                                 20,693   19,857   19,263   17,751   ▼ downside
                                 -17.1%   -20.4%   -22.8%   -28.9%
  P(new 20d low): 80.8%

  Loading ^NDX data...
  Running 500,000 sims × 5 models...

  ╔══════════════════════════════════════════════════════════════════╗
  ║  NASDAQ 100 — Pullback Probability in Next 30 Trading Days       ║
  ║   24,960.04  |  2026-03-01                                    ║
  ╚══════════════════════════════════════════════════════════════════╝

                        5.0%      7.5%     10.0%     15.0%     20.0%  
  ───────────────────────────────────────────────────────────────
  GBM                  45.3%   28.7%   16.8%    4.2%    0.7%
  Student-t            34.8%   21.1%   12.2%    3.8%    1.2%
  Jump Diff            41.8%   26.0%   15.1%    4.4%    1.1%
  GARCH                27.3%   13.5%    6.4%    1.3%    0.3%
  Bootstrap            36.4%   22.7%   13.8%    4.7%    1.6%
  ───────────────────────────────────────────────────────────────
  ENSEMBLE (max)       45.3%   28.7%   16.8%    4.7%    1.6%
  Historical           33.1%   20.0%   13.0%    5.5%    2.8%

  Ensemble = worst-case (highest) probability across all 5 models
  Historical = % of all 30-day rolling windows with ≥X% drawdown from start
  2,500,000 total simulations  |  10,181 historical trading days

  ╔═══════════════════════════════════════════════════════════════════════════╗
  ║  NASDAQ 100 — Daily Move Frequency                                      ║
  ║   24,960.04  |  2026-02-27  |  10,180 trading days  |  42 years       ║
  ╚═══════════════════════════════════════════════════════════════════════════╝

  Threshold    P(day)     Avg/yr     Med/yr     Min/yr     Max/yr     2026 YTD
  ──────────────────────────────────────────────────────────────────────────────────
  ≥  1.0%      39.7%       96.2         92        14       191        14
  ≥  1.5%      24.5%       59.5         50         4       170         5
  ≥  2.0%      15.6%       37.7         25         1       151         3
  ≥  2.5%      10.0%       24.1         14         0       125         0
  ≥  3.0%       6.6%       16.0          6         0       103         0
  ≥  4.0%       3.0%        7.2          2         0        58         0
  ≥  5.0%       1.4%        3.5          1         0        36         0

  YTD trading days: 39

  ──────────────────────────────────────────────────────────────────────────────────
  Direction Breakdown:
  ──────────────────────────────────────────────────────────────────────────────────
  Threshold    Up days      Down days    Up %       Down %     Ratio
  ──────────────────────────────────────────────────────────────────────────────────
  ≥  1.0%      2,143        1,897        21.1%      18.6%     1.13
  ≥  1.5%      1,250        1,247        12.3%      12.2%     1.00
  ≥  2.0%        774          810         7.6%       8.0%     0.96
  ≥  2.5%        481          533         4.7%       5.2%     0.90
  ≥  3.0%        321          353         3.2%       3.5%     0.91
  ≥  4.0%        145          159         1.4%       1.6%     0.91
  ≥  5.0%         78           69         0.8%       0.7%     1.13

  ──────────────────────────────────────────────────────────────────────────────────
  2026 YTD — All days with ≥ 1.0% move:
  ──────────────────────────────────────────────────────────────────────────────────
  Date                Close     Change     Move
  ──────────────────────────────────────────────
  Jan 09          25,766.26     +1.02%  ▲
  Jan 14          25,465.94     -1.07%  ▼
  Jan 20          24,987.57     -2.12%  ▼
  Jan 21          25,326.58     +1.36%  ▲
  Jan 30          25,552.39     -1.28%  ▼
  Feb 03          25,338.62     -1.55%  ▼
  Feb 04          24,891.24     -1.77%  ▼
  Feb 05          24,548.69     -1.38%  ▼
  Feb 06          25,075.77     +2.15%  ▲
  Feb 12          24,687.61     -2.04%  ▼
  Feb 23          24,708.94     -1.21%  ▼
  Feb 24          24,977.04     +1.09%  ▲
  Feb 25          25,329.04     +1.41%  ▲
  Feb 26          25,034.37     -1.16%  ▼

Downloading ^NDX daily data from 1990-01-01...
  → 9,106 daily bars from 1990-01-02 to 2026-02-27
  → 37 years: 1990–2026
No description has been provided for this image
── Summary ─────────────────────────────────────────
  Historical years : 36 (1990–2025)
  Win rate (end Mar): 56%
  Avg return        : +0.95%
  Best              : 2000  (+23.2%)
  Worst             : 2001  (-39.3%)
  2026 current    : -2.32% (day 19)

Chart saved → nasdaq_feb_mar_candles.png
============================================================
Hyperliquid XYZ100-USDC (Daily) + Nasdaq Index (NDX)
============================================================

[1] Fetching XYZ100 daily candles...
Fetching candles for xyz:XYZ100...
✓ Saved 140 candles -> xyz100_candles_daily.csv

[2] Fetching current funding...
  Funding: 0.0040%/hr (+35.0% APR)
  Mark: $24,711.00 | Oracle: $24,688.00
  Open Interest: 5,404.14

[3] Fetching Nasdaq Index (daily)...
✓ ^NDX fetched and aligned

[4] Plotting chart...
✓ Chart saved to xyz100_daily_ndx_overlay_and_spread.png
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Done.
Downloading ^NDX data from Yahoo Finance...
Downloaded 10181 rows  |  1985-10-01 → 2026-02-27
Downloading ^NDX data from Yahoo Finance...
Downloaded 10181 rows  |  1985-10-01 → 2026-02-27
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Downloading ^NDX data from Yahoo Finance...
Downloaded 10181 rows  |  1985-10-01 → 2026-02-27
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Downloading ^NDX data from Yahoo Finance...
Downloaded 10181 rows  |  1985-10-01 → 2026-02-27
Current period: 2024-09-13 to 2026-02-27
Current cycle year: Year2
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======================================================================
  NASDAQ 100 (^NDX)
======================================================================
Downloading ^NDX data from Yahoo Finance...
Downloaded 10181 rows  |  1985-10-01 → 2026-02-27
============================================================
BEST LINEAR REGRESSION FIT — Nasdaq 100
============================================================
Lookback Period: 4250 trading days
R² Score: 0.9846
P-Value: 0.00e+00
======================================================================
  S&P 500 (^GSPC)
======================================================================
Downloading ^GSPC data from Yahoo Finance...
Downloaded 24656 rows  |  1927-12-30 → 2026-02-27
============================================================
BEST LINEAR REGRESSION FIT — S&P 500
============================================================
Lookback Period: 4240 trading days
R² Score: 0.9809
P-Value: 0.00e+00
======================================================================
  SEMICONDUCTORS (SMH)
======================================================================
Downloading SMH data from Yahoo Finance...
Downloaded 6472 rows  |  2000-06-05 → 2026-02-27
============================================================
BEST LINEAR REGRESSION FIT — Semiconductors (SMH)
============================================================
Lookback Period: 3660 trading days
R² Score: 0.9758
P-Value: 0.00e+00
======================================================================
  GOLD (GC=F)
======================================================================
Downloading GC=F data from Yahoo Finance...
Downloaded 6397 rows  |  2000-08-30 → 2026-02-27
============================================================
BEST LINEAR REGRESSION FIT — Gold
============================================================
Lookback Period: 610 trading days
R² Score: 0.9631
P-Value: 0.00e+00
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============================================================
  DONCHIAN SLIM  –  ^NDX  |  2026-02-27
============================================================

  🔴 BEAR  since 2026-02-04  (bar 16)  ─  SHORT THE RIP
  Entry: 24,891.24  →  Current: 24,960.04  (-0.28%)
  Pool: BEAR above 200MA  (n=85)

  DURATION  ─  how old is this trend vs history?
    # where this trend sits in the historical duration distribution
    Percentile:  22th  █████░░░░░░░░░░░░░░░░░░░░
    # how long similar trends typically last
    Median:      26 bars  |  Mean: 31  |  P75: 42  |  P90: 57

  RETURN  ─  how does this move compare to past trends?
    # open P&L ranked against all completed trades in this pool
    Current:     -0.28%  (percentile: 76th)  ███████████████████░░░░░░
    # best price seen this trend vs how much is still open profit
    MFE:         2.02%  (retaining -14%)  ░░░░░░░░░░░░░░░░░░░░░░░░░
    # typical completed trade returns for this pool
    Hist median: -3.63%  |  mean: -2.34%

  SUCCESS RATE  ─  what are the odds from here?
    # % of trades in this pool that were profitable at exit
    Win rate:    23.5%  █████░░░░░░░░░░░░░░░░░░░░
    # % of trends that lasted at least this many bars
    Survival:    77.6%  ███████████████████░░░░░░  (≥16 bars)
    # of trades that reached this bar, how many gained more after
    From here:   12% positive  ███░░░░░░░░░░░░░░░░░░░░░░  (n=65)
    # expected remaining return from this point to trend end
                 median remaining: -2.47%

  TAKE PROFIT  ─  scale out ⅓ at each level
  (from entry 24,891.24)
    # ✅ = already reached  ⏳ = not yet
    T1 ⅓           1.55%  →   24,504.93  ✅  P(75%)
    T2 ⅓           3.81%  →   23,942.42  ⏳  P(50%)
    T3 ⅓ trail     9.03%  →   22,644.06  ⏳  P(25%)

  STOP  ─  where to get out if wrong
    DC Upper:   25,840.04  (3.53% risk)
    2-ATR:     25,835.27  (3.51% risk)

  EXPECTANCY  ─  SHORT THE RIP
    EV:  -1.49% per trade  ⚠️  negative
    (WR 24% × 5.06% reward  −  76% × 3.51% risk)

  ALL SETUPS  ─  historical EV comparison for ^NDX
    Setup                              n     WR   Avg MFE        EV
    ──────────────────────────────  ────  ─────  ────────  ────────
    TREND (BULL above MA)             87    56%     7.52%    +2.71%  ✅   
    BUY THE DIP (BULL below)          32    53%     9.48%    +3.39%  ✅   
    SHORT THE RIP (BEAR above)        85    24%     4.80%    -1.55%  ⚠️  ◀
    TREND (BEAR below MA)             33    30%     5.28%    -0.84%  ⚠️   
    (EV = WR × avg MFE reward − (1−WR) × 3.51% ATR risk)

============================================================

  SUMMARY
  ────────────────────────────────────────────────────────
  ^NDX has been bearish for 16 bars — still early
  at the 22th duration percentile. This is a short the rip setup.
  The -0.28% move is already larger than most
  (76th percentile), and the trend hit 2.02% MFE but has reversed through entry.
  Most trends like this are still going at this point, with a 24% historical
  win rate for this setup. Most of the move is likely behind us.
  The donchian upper band at 25,840.04 (3.53% away) is the natural stop.

No description has been provided for this image
Chart saved → donchian_slim_chart.png
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  S&P 500 (^GSPC)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading ^GSPC …
  24656 rows  |  1927-12-30 → 2026-02-27
  Regression: 4240 day lookback  R²=0.9809
  DONCHIAN SLIM  -  ^GSPC  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-05  (bar 56)  -  TREND
  Entry: 6,870.40 -> Current: 6,878.88  (+0.12%)  Pool: BULL above 200MA  (n=208)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 72th                           |   Current: 0.12% (52th pctile)           |   WR: 49.5%                             
    Median: 34 bars  Mean: 46              |   MFE: 1.92% (retaining 6%)              |   Surv: 28.4%  (>=56 bars)              
    P75: 63  P90: 94                       |   Hist med: -0.05% avg: 1.61%            |   From here: 34% pos (n=58)             
                                           |                                          |   Med remaining: -1.49%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 6,870.40)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         1.90% ->     7,001 [x]      |   DC Lower: 6,775.50                     |   EV: +1.15% [+]                        
    T2         4.48% ->     7,178 [ ]      |     (1.50% risk)                         |   WR 50% x 4.94% rwd                    
    T3 trail   8.84% ->     7,478 [ ]      |   2-ATR: 6,702.35                        |   - 50% x 2.57% risk                    
                                           |     (2.57% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ^GSPC bullish 56 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (72th pctile)
    TREND (BULL above MA)         208   50%   5.07%   +1.22% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)      102   40%   5.27%   +0.58%     |   0.12% gain is around typical (52th)
    SHORT THE RIP (BEAR above)    205   22%   2.71%   -1.41%     |   majority already reversed, 50% WR
    TREND (BEAR below MA)         106   46%   6.33%   +1.55%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 2.57% risk)                        |   Stop: 6,775.50 (1.50% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Nasdaq 100 (^NDX)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading ^NDX …
  10181 rows  |  1985-10-01 → 2026-02-27
  Regression: 4250 day lookback  R²=0.9846
  DONCHIAN SLIM  -  ^NDX  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 16)  -  SHORT THE RIP
  Entry: 24,891.24 -> Current: 24,960.04  (-0.28%)  Pool: BEAR above 200MA  (n=85)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 22th                           |   Current: -0.28% (76th pctile)          |   WR: 23.5%                             
    Median: 26 bars  Mean: 31              |   MFE: 2.02% (retaining -14%)            |   Surv: 77.6%  (>=16 bars)              
    P75: 42  P90: 57                       |   Hist med: -3.63% avg: -2.34%           |   From here: 12% pos (n=65)             
                                           |                                          |   Med remaining: -2.47%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 24,891.24)            | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.55% ->    24,505 [x]      |   DC Upper: 25,840.04                    |   EV: -1.49% [!]                        
    T2         3.81% ->    23,942 [ ]      |     (3.53% risk)                         |   WR 24% x 5.06% rwd                    
    T3 trail   9.03% ->    22,644 [ ]      |   2-ATR: 25,835.27                       |   - 76% x 3.51% risk                    
                                           |     (3.51% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ^NDX bearish 16 bars
    ---------------------------- ---- ----- ------- --------     |   still early (22th pctile)
    TREND (BULL above MA)          87   56%   7.52%   +2.71%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       32   53%   9.48%   +3.39%     |   -0.28% move is larger than most (76th)
    SHORT THE RIP (BEAR above)     85   24%   4.80%   -1.55% <   |   most trends still going, 24% WR
    TREND (BEAR below MA)          33   30%   5.28%   -0.84%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 3.51% risk)                        |   Stop: 25,840.04 (3.53% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Russell 2000 (^RUT)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading ^RUT …
  9690 rows  |  1987-09-10 → 2026-02-27
  Regression: 4180 day lookback  R²=0.9085
  DONCHIAN SLIM  -  ^RUT  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-03  (bar 58)  -  TREND
  Entry: 2,512.14 -> Current: 2,632.36  (+4.79%)  Pool: BULL above 200MA  (n=80)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 66th                           |   Current: 4.79% (72th pctile)           |   WR: 51.2%                             
    Median: 40 bars  Mean: 51              |   MFE: 8.88% (retaining 54%)             |   Surv: 33.8%  (>=58 bars)              
    P75: 72  P90: 98                       |   Hist med: 0.21% avg: 2.03%             |   From here: 37% pos (n=27)             
                                           |                                          |   Med remaining: -1.65%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2,512.14)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.39% ->     2,572 [x]      |   DC Lower: 2,569.23                     |   EV: -0.78% [!]                        
    T2         6.11% ->     2,666 [x]      |     (2.40% risk)                         |   WR 51% x 2.28% rwd                    
    T3 trail  10.64% ->     2,779 [ ]      |   2-ATR: 2,527.24                        |   - 49% x 3.99% risk                    
                                           |     (3.99% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ^RUT bullish 58 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (66th pctile)
    TREND (BULL above MA)          80   51%   6.38%   +1.32% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       36   64%   8.27%   +3.84%     |   4.79% move is larger than most (72th)
    SHORT THE RIP (BEAR above)     78   31%   4.00%   -1.53%     |   majority already reversed, 51% WR
    TREND (BEAR below MA)          39   36%   6.12%   -0.36%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 3.99% risk)                        |   Stop: 2,569.23 (2.40% away)

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  S&P 500 Futures (ES) (ES=F)
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  Downloading ES=F …
  6425 rows  |  2000-09-18 → 2026-02-27
  Regression: 4240 day lookback  R²=0.9812
  DONCHIAN SLIM  -  ES=F  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-22  (bar 45)  -  TREND
  Entry: 6,930.25 -> Current: 6,889.00  (-0.60%)  Pool: BULL above 200MA  (n=51)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 53th                           |   Current: -0.60% (41th pctile)          |   WR: 58.8%                             
    Median: 44 bars  Mean: 55              |   MFE: 1.63% (retaining -37%)            |   Surv: 47.1%  (>=45 bars)              
    P75: 80  P90: 106                      |   Hist med: 1.98% avg: 1.83%             |   From here: 38% pos (n=24)             
                                           |                                          |   Med remaining: -0.38%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 6,930.25)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.09% ->     7,075 [ ]      |   DC Lower: 6,751.50                     |   EV: +2.33% [+]                        
    T2         5.00% ->     7,277 [ ]      |     (2.00% risk)                         |   WR 59% x 6.06% rwd                    
    T3 trail   9.19% ->     7,567 [ ]      |   2-ATR: 6,682.98                        |   - 41% x 2.99% risk                    
                                           |     (2.99% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ES=F bullish 45 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (53th pctile)
    TREND (BULL above MA)          51   59%   5.42%   +1.96% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       20   45%   6.46%   +1.26%     |   -0.60% gain is around typical (41th)
    SHORT THE RIP (BEAR above)     52   17%   3.35%   -1.89%     |   ~half have ended by now, 59% WR
    TREND (BEAR below MA)          19   37%   7.50%   +0.88%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 2.99% risk)                        |   Stop: 6,751.50 (2.00% away)

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  Nasdaq 100 Futures (NQ) (NQ=F)
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  Downloading NQ=F …
  6425 rows  |  2000-09-18 → 2026-02-27
  Regression: 4250 day lookback  R²=0.9849
  DONCHIAN SLIM  -  NQ=F  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 16)  -  SHORT THE RIP
  Entry: 24,999.25 -> Current: 25,004.75  (-0.02%)  Pool: BEAR above 200MA  (n=47)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 26th                           |   Current: -0.02% (85th pctile)          |   WR: 14.9%                             
    Median: 25 bars  Mean: 29              |   MFE: 3.04% (retaining -1%)             |   Surv: 74.5%  (>=16 bars)              
    P75: 41  P90: 50                       |   Hist med: -4.14% avg: -3.31%           |   From here: 12% pos (n=34)             
                                           |                                          |   Med remaining: -2.51%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 24,999.25)            | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.45% ->    24,638 [x]      |   DC Upper: 26,027.75                    |   EV: -3.02% [!]                        
    T2         3.36% ->    24,161 [ ]      |     (4.09% risk)                         |   WR 15% x 3.89% rwd                    
    T3 trail   6.81% ->    23,296 [ ]      |   2-ATR: 26,062.20                       |   - 85% x 4.23% risk                    
                                           |     (4.23% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NQ=F bearish 16 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (26th pctile)
    TREND (BULL above MA)          53   58%   6.77%   +2.20%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       18   61%  12.84%   +6.20%     |   -0.02% move is in the top tier (85th)
    SHORT THE RIP (BEAR above)     47   15%   3.87%   -3.02% <   |   most trends still going, 15% WR
    TREND (BEAR below MA)          23   35%   8.23%   +0.10%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 4.23% risk)                        |   Stop: 26,027.75 (4.09% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Semiconductors (SMH) (SMH)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading SMH …
  6472 rows  |  2000-06-05 → 2026-02-27
  Regression: 3660 day lookback  R²=0.9758
  DONCHIAN SLIM  -  SMH  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-03  (bar 58)  -  TREND
  Entry: 363.24 -> Current: 406.37  (+11.87%)  Pool: BULL above 200MA  (n=61)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 84th                           |   Current: 11.87% (87th pctile)          |   WR: 39.3%                             
    Median: 29 bars  Mean: 39              |   MFE: 17.81% (retaining 67%)            |   Surv: 16.4%  (>=58 bars)              
    P75: 43  P90: 85                       |   Hist med: -2.23% avg: 0.32%            |   From here: 70% pos (n=10)             
                                           |                                          |   Med remaining: 1.82%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 363.24)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.50% ->       372 [x]      |   DC Lower: 374.24                       |   EV: -3.91% [!]                        
    T2         6.09% ->       385 [x]      |     (7.91% risk)                         |   WR 39% x 0.11% rwd                    
    T3 trail  12.26% ->       408 [x]      |   2-ATR: 379.86                          |   - 61% x 6.52% risk                    
                                           |     (6.52% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SMH bullish 58 bars
    ---------------------------- ---- ----- ------- --------     |   getting long in the tooth (84th pctile)
    TREND (BULL above MA)          61   39%   6.95%   -1.22% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       28   50%  10.71%   +2.09%     |   11.87% move is in the top tier (87th)
    SHORT THE RIP (BEAR above)     55   16%   3.80%   -4.83%     |   very few last this long, 39% WR
    TREND (BEAR below MA)          34   35%   8.13%   -1.35%     |   history favours more (70%)
    (EV = WR x MFE - (1-WR) x 6.52% risk)                        |   Stop: 374.24 (7.91% away)

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  Magnificent 7 (MAGS) (MAGS)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading MAGS …
  724 rows  |  2023-04-11 → 2026-02-27
  Regression: 720 day lookback  R²=0.9373
  DONCHIAN SLIM  -  MAGS  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-20  (bar 27)  -  SHORT THE RIP
  Entry: 62.94 -> Current: 61.35  (+2.53%)  Pool: all BEAR  (n=5)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 40th                           |   Current: 2.53% (80th pctile)           |   WR: 20.0%                             
    Median: 33 bars  Mean: 32              |   MFE: 4.46% (retaining 57%)             |   Surv: 60.0%  (>=27 bars)              
    P75: 40  P90: 49                       |   Hist med: -6.26% avg: -3.92%           |   From here: 0% pos (n=3)               
                                           |                                          |   Med remaining: -5.31%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 62.94)                | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
                                           |   DC Upper: 66.74                        |   Insufficient data                     
                                           |     (8.79% risk)                         |                                         
                                           |   2-ATR: 63.95                           |                                         
                                           |     (4.23% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   MAGS bearish 27 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (40th pctile)
    TREND (BULL above MA)           -     -       -        -     |   This is a short the rip setup
    BUY THE DIP (BULL below)        -     -       -        -     |   2.53% move is larger than most (80th)
    SHORT THE RIP (BEAR above)      -     -       -        -     |   ~half have ended by now, 20% WR
    TREND (BEAR below MA)           -     -       -        -     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 4.23% risk)                        |   Stop: 66.74 (8.79% away)

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  Tech Select (XLK) (XLK)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading XLK …
  6837 rows  |  1998-12-22 → 2026-02-27
  Regression: 4380 day lookback  R²=0.9846
  DONCHIAN SLIM  -  XLK  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-04  (bar 16)  -  SHORT THE RIP
  Entry: 138.12 -> Current: 138.76  (-0.46%)  Pool: BEAR above 200MA  (n=54)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 33th                           |   Current: -0.46% (80th pctile)          |   WR: 18.5%                             
    Median: 22 bars  Mean: 28              |   MFE: 2.20% (retaining -21%)            |   Surv: 66.7%  (>=16 bars)              
    P75: 34  P90: 55                       |   Hist med: -3.42% avg: -2.86%           |   From here: 19% pos (n=36)             
                                           |                                          |   Med remaining: -2.04%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 138.12)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.40% ->       136 [x]      |   DC Upper: 146.75                       |   EV: -3.36% [!]                        
    T2         3.55% ->       133 [ ]      |     (5.76% risk)                         |   WR 19% x 4.40% rwd                    
    T3 trail   6.91% ->       129 [ ]      |   2-ATR: 145.87                          |   - 81% x 5.12% risk                    
                                           |     (5.12% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   XLK bearish 16 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (33th pctile)
    TREND (BULL above MA)          58   57%   7.28%   +1.93%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       21   48%  10.58%   +2.36%     |   -0.46% move is larger than most (80th)
    SHORT THE RIP (BEAR above)     54   19%   3.95%   -3.44% <   |   ~half have ended by now, 19% WR
    TREND (BEAR below MA)          25   40%  10.44%   +1.10%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 5.12% risk)                        |   Stop: 146.75 (5.76% away)


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  Uranium (URA) (URA)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading URA …
  3850 rows  |  2010-11-05 → 2026-02-27
  Regression: 1810 day lookback  R²=0.8624
  DONCHIAN SLIM  -  URA  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-01-05  (bar 37)  -  TREND
  Entry: 48.63 -> Current: 54.34  (+11.74%)  Pool: BULL above 200MA  (n=14)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 50th                           |   Current: 11.74% (71th pctile)          |   WR: 35.7%                             
    Median: 34 bars  Mean: 41              |   MFE: 28.07% (retaining 42%)            |   Surv: 50.0%  (>=37 bars)              
    P75: 50  P90: 82                       |   Hist med: -3.12% avg: 2.84%            |   From here: 29% pos (n=7)              
                                           |                                          |   Med remaining: -6.76%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 48.63)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.50% ->        50 [x]      |   DC Lower: 49.11                        |   EV: -4.03% [!]                        
    T2         9.47% ->        53 [x]      |     (9.62% risk)                         |   WR 36% x 7.75% rwd                    
    T3 trail  37.71% ->        67 [ ]      |   2-ATR: 48.59                           |   - 64% x 10.58% risk                   
                                           |     (10.58% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   URA bullish 37 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (50th pctile)
    TREND (BULL above MA)          14   36%  16.89%   -0.77% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       31   42%  10.97%   -1.54%     |   11.74% move is larger than most (71th)
    SHORT THE RIP (BEAR above)     14   36%  12.91%   -2.19%     |   ~half have ended by now, 36% WR
    TREND (BEAR below MA)          31   48%  10.82%   -0.22%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 10.58% risk)                       |   Stop: 49.11 (9.62% away)

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  US Dollar Index (DXY) (DX-Y.NYB)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading DX-Y.NYB …
  14006 rows  |  1971-01-04 → 2026-02-27
  Regression: 4650 day lookback  R²=0.7604
  DONCHIAN SLIM  -  DX-Y.NYB  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-23  (bar 24)  -  TREND
  Entry: 97.60 -> Current: 97.65  (-0.05%)  Pool: BEAR below 200MA  (n=81)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 26th                           |   Current: -0.05% (53th pctile)          |   WR: 46.9%                             
    Median: 38 bars  Mean: 48              |   MFE: 2.10% (retaining -2%)             |   Surv: 74.1%  (>=24 bars)              
    P75: 64  P90: 96                       |   Hist med: -0.17% avg: 0.90%            |   From here: 41% pos (n=58)             
                                           |                                          |   Med remaining: -0.42%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 97.60)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         0.73% ->        97 [x]      |   DC Upper: 98.08                        |   EV: +0.93% [+]                        
    T2         2.12% ->        96 [ ]      |     (0.44% risk)                         |   WR 47% x 3.18% rwd                    
    T3 trail   6.56% ->        91 [ ]      |   2-ATR: 98.67                           |   - 53% x 1.05% risk                    
                                           |     (1.05% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   DX-Y.NYB bearish 24 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (26th pctile)
    TREND (BULL above MA)          79   46%   2.47%   +0.56%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       83   39%   1.95%   +0.11%     |   -0.05% gain is around typical (53th)
    SHORT THE RIP (BEAR above)     80   40%   2.35%   +0.31%     |   most trends still going, 47% WR
    TREND (BEAR below MA)          81   47%   3.13%   +0.91% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 1.05% risk)                        |   Stop: 98.08 (0.44% away)

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  USD/JPY (USDJPY=X)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading USDJPY=X …
  7606 rows  |  1996-10-30 → 2026-03-01
  Regression: 1740 day lookback  R²=0.8569
  DONCHIAN SLIM  -  USDJPY=X  |  2026-03-01
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-26  (bar 25)  -  SHORT THE RIP
  Entry: 155.17 -> Current: 156.16  (-0.64%)  Pool: BEAR above 200MA  (n=28)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 25th                           |   Current: -0.64% (50th pctile)          |   WR: 35.7%                             
    Median: 36 bars  Mean: 44              |   MFE: 1.86% (retaining -34%)            |   Surv: 75.0%  (>=25 bars)              
    P75: 55  P90: 74                       |   Hist med: -0.64% avg: 0.32%            |   From here: 24% pos (n=21)             
                                           |                                          |   Med remaining: -1.19%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 155.17)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.75% ->       152 [x]      |   DC Upper: 157.33                       |   EV: +0.20% [+]                        
    T2         3.25% ->       150 [ ]      |     (0.75% risk)                         |   WR 36% x 3.91% rwd                    
    T3 trail   4.90% ->       148 [ ]      |   2-ATR: 159.06                          |   - 64% x 1.86% risk                    
                                           |     (1.86% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   USDJPY=X bearish 25 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (25th pctile)
    TREND (BULL above MA)          35   37%   2.89%   -0.10%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       31   42%   3.49%   +0.39%     |   -0.64% gain is around typical (50th)
    SHORT THE RIP (BEAR above)     28   36%   3.30%   -0.02% <   |   most trends still going, 36% WR
    TREND (BEAR below MA)          38   29%   3.83%   -0.21%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 1.86% risk)                        |   Stop: 157.33 (0.75% away)

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  EUR/USD (EURUSD=X)
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  Downloading EURUSD=X …
  5772 rows  |  2003-12-01 → 2026-03-01
  Regression: 340 day lookback  R²=0.7751
  DONCHIAN SLIM  -  EURUSD=X  |  2026-03-01
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-09-09  (bar 122)  -  TREND
  Entry: 1.18 -> Current: 1.18  (+0.01%)  Pool: BULL above 200MA  (n=30)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 90th                           |   Current: 0.01% (53th pctile)           |   WR: 46.7%                             
    Median: 53 bars  Mean: 61              |   MFE: 2.16% (retaining 0%)              |   Surv: 10.0%  (>=122 bars)             
    P75: 79  P90: 116                      |   Hist med: -0.16% avg: 0.21%            |   From here: 0% pos (n=3)               
                                           |                                          |   Med remaining: -1.11%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 1.18)                 | STOP                                     | EXPECTANCY  -  TREND                    
    T1         1.08% ->         1 [x]      |   DC Lower: 1.17                         |   EV: +1.02% [+]                        
    T2         2.92% ->         1 [ ]      |     (0.23% risk)                         |   WR 47% x 3.40% rwd                    
    T3 trail   6.24% ->         1 [ ]      |   2-ATR: 1.16                            |   - 53% x 1.06% risk                    
                                           |     (1.06% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   EURUSD=X bullish 122 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (90th pctile)
    TREND (BULL above MA)          30   47%   3.41%   +1.03% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       18   39%   2.93%   +0.49%     |   0.01% gain is around typical (53th)
    SHORT THE RIP (BEAR above)     25   32%   2.16%   -0.03%     |   very few last this long, 47% WR
    TREND (BEAR below MA)          23   39%   2.72%   +0.42%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 1.06% risk)                        |   Stop: 1.17 (0.23% away)

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  Gold (GC=F)
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  Downloading GC=F …
  6397 rows  |  2000-08-30 → 2026-02-27
  Regression: 610 day lookback  R²=0.9631
  DONCHIAN SLIM  -  GC=F  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-06-13  (bar 178)  -  TREND
  Entry: 3,431.20 -> Current: 5,247.90  (+52.95%)  Pool: BULL above 200MA  (n=57)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 100th                          |   Current: 52.95% (100th pctile)         |   WR: 49.1%                             
    Median: 39 bars  Mean: 46              |   MFE: 62.81% (retaining 84%)            |   Surv: 0.0%  (>=178 bars)              
    P75: 61  P90: 91                       |   Hist med: -0.26% avg: 2.37%            |                                         
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 3,431.20)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.74% ->     3,525 [x]      |   DC Lower: 4,400.00                     |   EV: -3.64% [!]                        
    T2         7.44% ->     3,687 [x]      |     (16.16% risk)                        |   WR 49% x 0.00% rwd                    
    T3 trail  13.38% ->     3,890 [x]      |   2-ATR: 4,872.28                        |   - 51% x 7.16% risk                    
                                           |     (7.16% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   GC=F bullish 178 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (100th pctile)
    TREND (BULL above MA)          57   49%   7.85%   +0.22% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       19   47%   5.83%   -1.01%     |   52.95% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)     54   22%   3.15%   -4.87%     |   very few last this long, 49% WR
    TREND (BEAR below MA)          23   35%   3.04%   -3.61%     |   insufficient fwd data
    (EV = WR x MFE - (1-WR) x 7.16% risk)                        |   Stop: 4,400.00 (16.16% away)

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  Silver (SI=F)
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  Downloading SI=F …
  6399 rows  |  2000-08-30 → 2026-02-27
  Regression: 300 day lookback  R²=0.8280
  DONCHIAN SLIM  -  SI=F  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-06-02  (bar 187)  -  TREND
  Entry: 34.56 -> Current: 93.29  (+169.92%)  Pool: BULL above 200MA  (n=56)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 100th                          |   Current: 169.92% (100th pctile)        |   WR: 39.3%                             
    Median: 28 bars  Mean: 38              |   MFE: 250.95% (retaining 68%)           |   Surv: 0.0%  (>=187 bars)              
    P75: 47  P90: 70                       |   Hist med: -2.49% avg: 1.60%            |                                         
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 34.56)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.05% ->        35 [x]      |   DC Lower: 68.71                        |   EV: -10.71% [!]                       
    T2         6.29% ->        37 [x]      |     (26.35% risk)                        |   WR 39% x 0.00% rwd                    
    T3 trail  17.52% ->        41 [x]      |   2-ATR: 76.84                           |   - 61% x 17.64% risk                   
                                           |     (17.64% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SI=F bullish 187 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (100th pctile)
    TREND (BULL above MA)          56   39%   8.62%   -7.32% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       30   50%   8.65%   -4.49%     |   169.92% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)     42   21%   5.70%  -12.64%     |   very few last this long, 39% WR
    TREND (BEAR below MA)          45   27%   5.14%  -11.56%     |   insufficient fwd data
    (EV = WR x MFE - (1-WR) x 17.64% risk)                       |   Stop: 68.71 (26.35% away)

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  Natural Gas (NG=F)
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  Downloading NG=F …
  6403 rows  |  2000-08-30 → 2026-02-27
  Regression: 520 day lookback  R²=0.5825
  DONCHIAN SLIM  -  NG=F  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-24  (bar 3)  -  TREND
  Entry: 2.91 -> Current: 2.86  (+1.92%)  Pool: BEAR below 200MA  (n=37)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: 1.92% (73th pctile)           |   WR: 32.4%                             
    Median: 25 bars  Mean: 40              |   MFE: 4.80% (retaining 40%)             |   Surv: 100.0%  (>=3 bars)              
    P75: 58  P90: 98                       |   Hist med: -9.17% avg: -3.05%           |   From here: 27% pos (n=37)             
                                           |                                          |   Med remaining: -8.56%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2.91)                 | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.51% ->         3 [x]      |   DC Upper: 4.43                         |   EV: -8.89% [!]                        
    T2         9.09% ->         3 [ ]      |     (54.77% risk)                        |   WR 32% x 11.50% rwd                   
    T3 trail  26.98% ->         2 [ ]      |   2-ATR: 3.39                            |   - 68% x 18.68% risk                   
                                           |     (18.68% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NG=F bearish 3 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)          39   33%  20.83%   -5.51%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       40   32%  17.58%   -6.90%     |   1.92% move is larger than most (73th)
    SHORT THE RIP (BEAR above)     41   44%  14.79%   -3.99%     |   most trends still going, 32% WR
    TREND (BEAR below MA)          37   32%  13.20%   -8.34% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 18.68% risk)                       |   Stop: 4.43 (54.77% away)

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  Crude Oil (WTI) (CL=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading CL=F …
  6406 rows  |  2000-08-23 → 2026-02-27
  Regression: 510 day lookback  R²=0.7803
  DONCHIAN SLIM  -  CL=F  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-01-09  (bar 33)  -  TREND
  Entry: 59.12 -> Current: 67.02  (+13.36%)  Pool: BULL above 200MA  (n=42)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 36th                           |   Current: 13.36% (88th pctile)          |   WR: 47.6%                             
    Median: 43 bars  Mean: 48              |   MFE: 14.73% (retaining 91%)            |   Surv: 64.3%  (>=33 bars)              
    P75: 64  P90: 91                       |   Hist med: -0.35% avg: 2.22%            |   From here: 30% pos (n=27)             
                                           |                                          |   Med remaining: -3.56%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 59.12)                | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.64% ->        62 [x]      |   DC Lower: 61.12                        |   EV: -2.82% [!]                        
    T2        10.86% ->        66 [x]      |     (8.80% risk)                         |   WR 48% x 1.60% rwd                    
    T3 trail  18.81% ->        70 [ ]      |   2-ATR: 62.43                           |   - 52% x 6.84% risk                    
                                           |     (6.84% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   CL=F bullish 33 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (36th pctile)
    TREND (BULL above MA)          42   48%  11.77%   +2.02% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       27   52%  14.99%   +4.48%     |   13.36% move is in the top tier (88th)
    SHORT THE RIP (BEAR above)     43   35%  10.92%   -0.64%     |   ~half have ended by now, 48% WR
    TREND (BEAR below MA)          27   19%   8.36%   -4.03%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 6.84% risk)                        |   Stop: 61.12 (8.80% away)

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  Copper (HG=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading HG=F …
  6402 rows  |  2000-08-30 → 2026-02-27
  Regression: 2670 day lookback  R²=0.7855
  DONCHIAN SLIM  -  HG=F  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-08-29  (bar 124)  -  TREND
  Entry: 4.52 -> Current: 6.06  (+34.10%)  Pool: BULL above 200MA  (n=44)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 95th                           |   Current: 34.10% (95th pctile)          |   WR: 38.6%                             
    Median: 31 bars  Mean: 45              |   MFE: 44.03% (retaining 77%)            |   Surv: 4.5%  (>=124 bars)              
    P75: 58  P90: 91                       |   Hist med: -2.10% avg: 1.78%            |   From here: 50% pos (n=2)              
                                           |                                          |   Med remaining: 1.61%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 4.52)                 | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.08% ->         5 [x]      |   DC Lower: 5.57                         |   EV: -3.38% [!]                        
    T2         5.47% ->         5 [x]      |     (8.09% risk)                         |   WR 39% x 0.00% rwd                    
    T3 trail  14.96% ->         5 [x]      |   2-ATR: 5.73                            |   - 61% x 5.50% risk                    
                                           |     (5.50% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   HG=F bullish 124 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (95th pctile)
    TREND (BULL above MA)          44   39%   7.84%   -0.35% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       33   42%   5.94%   -0.65%     |   34.10% move is in the top tier (95th)
    SHORT THE RIP (BEAR above)     45   31%   5.76%   -2.00%     |   very few last this long, 39% WR
    TREND (BEAR below MA)          32   28%   4.12%   -2.80%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 5.50% risk)                        |   Stop: 5.57 (8.09% away)

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  Platinum (PL=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading PL=F …
  6425 rows  |  1997-10-29 → 2026-02-27
  Regression: 300 day lookback  R²=0.8993
  DONCHIAN SLIM  -  PL=F  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-05  (bar 15)  -  SHORT THE RIP
  Entry: 2,061.60 -> Current: 2,373.50  (-15.13%)  Pool: BEAR above 200MA  (n=42)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 14th                           |   Current: -15.13% (0th pctile)          |   WR: 33.3%                             
    Median: 23 bars  Mean: 33              |   MFE: 2.38% (retaining -635%)           |   Surv: 85.7%  (>=15 bars)              
    P75: 35  P90: 64                       |   Hist med: -1.89% avg: 0.03%            |   From here: 20% pos (n=35)             
                                           |                                          |   Med remaining: -2.74%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2,061.60)             | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         1.31% ->     2,035 [x]      |   DC Upper: 2,470.00                     |   EV: +0.33% [+]                        
    T2         4.51% ->     1,969 [ ]      |     (4.07% risk)                         |   WR 33% x 17.19% rwd                   
    T3 trail   8.18% ->     1,893 [ ]      |   2-ATR: 2,565.73                        |   - 67% x 8.10% risk                    
                                           |     (8.10% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   PL=F bearish 15 bars
    ---------------------------- ---- ----- ------- --------     |   still early (14th pctile)
    TREND (BULL above MA)          53   38%   6.32%   -2.66%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       40   35%   5.35%   -3.39%     |   -15.13% return is modest (0th)
    SHORT THE RIP (BEAR above)     42   33%   4.67%   -3.84% <   |   most trends still going, 33% WR
    TREND (BEAR below MA)          50   28%   3.79%   -4.77%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 8.10% risk)                        |   Stop: 2,470.00 (4.07% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Palladium (PA=F)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading PA=F …
  6436 rows  |  1998-09-28 → 2026-02-27
  Regression: 300 day lookback  R²=0.8660
  DONCHIAN SLIM  -  PA=F  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2025-12-15  (bar 50)  -  TREND
  Entry: 1,592.80 -> Current: 1,828.50  (+14.80%)  Pool: BULL above 200MA  (n=47)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 70th                           |   Current: 14.80% (81th pctile)          |   WR: 44.7%                             
    Median: 29 bars  Mean: 41              |   MFE: 36.23% (retaining 41%)            |   Surv: 29.8%  (>=50 bars)              
    P75: 59  P90: 85                       |   Hist med: -1.17% avg: 3.11%            |   From here: 46% pos (n=13)             
                                           |                                          |   Med remaining: -1.10%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 1,592.80)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.16% ->     1,627 [x]      |   DC Lower: 1,549.50                     |   EV: -3.53% [!]                        
    T2         4.95% ->     1,672 [x]      |     (15.26% risk)                        |   WR 45% x 1.66% rwd                    
    T3 trail  20.51% ->     1,920 [x]      |   2-ATR: 1,687.36                        |   - 55% x 7.72% risk                    
                                           |     (7.72% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   PA=F bullish 50 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (70th pctile)
    TREND (BULL above MA)          47   45%   9.21%   -0.16% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       39   28%   7.28%   -3.49%     |   14.80% move is larger than most (81th)
    SHORT THE RIP (BEAR above)     42   24%   5.60%   -4.55%     |   majority already reversed, 45% WR
    TREND (BEAR below MA)          45   33%   6.88%   -2.85%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 7.72% risk)                        |   Stop: 1,549.50 (15.26% away)


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  Alphabet (GOOGL) (GOOGL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading GOOGL …
  5416 rows  |  2004-08-19 → 2026-02-27
  Regression: 4390 day lookback  R²=0.9775
  DONCHIAN SLIM  -  GOOGL  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-13  (bar 9)  -  SHORT THE RIP
  Entry: 305.72 -> Current: 311.76  (-1.98%)  Pool: BEAR above 200MA  (n=46)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 11th                           |   Current: -1.98% (70th pctile)          |   WR: 21.7%                             
    Median: 23 bars  Mean: 28              |   MFE: 3.10% (retaining -64%)            |   Surv: 89.1%  (>=9 bars)               
    P75: 36  P90: 47                       |   Hist med: -4.73% avg: -3.61%           |   From here: 18% pos (n=40)             
                                           |                                          |   Med remaining: -3.54%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 305.72)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         2.23% ->       299 [x]      |   DC Upper: 349.00                       |   EV: -3.53% [!]                        
    T2         4.24% ->       293 [ ]      |     (11.95% risk)                        |   WR 22% x 6.78% rwd                    
    T3 trail   8.34% ->       280 [ ]      |   2-ATR: 331.69                          |   - 78% x 6.39% risk                    
                                           |     (6.39% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   GOOGL bearish 9 bars
    ---------------------------- ---- ----- ------- --------     |   still early (11th pctile)
    TREND (BULL above MA)          44   52%  12.84%   +3.66%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       22   45%   9.50%   +0.83%     |   -1.98% move is larger than most (70th)
    SHORT THE RIP (BEAR above)     46   22%   4.94%   -3.93% <   |   most trends still going, 22% WR
    TREND (BEAR below MA)          20   30%   7.30%   -2.28%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 6.39% risk)                        |   Stop: 349.00 (11.95% away)

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  Amazon (AMZN) (AMZN)
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  Downloading AMZN …
  7242 rows  |  1997-05-15 → 2026-02-27
  Regression: 5000 day lookback  R²=0.9615
  DONCHIAN SLIM  -  AMZN  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-05  (bar 15)  -  TREND
  Entry: 222.69 -> Current: 210.00  (+5.70%)  Pool: BEAR below 200MA  (n=32)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 12th                           |   Current: 5.70% (72th pctile)           |   WR: 34.4%                             
    Median: 30 bars  Mean: 35              |   MFE: 11.99% (retaining 48%)            |   Surv: 87.5%  (>=15 bars)              
    P75: 46  P90: 68                       |   Hist med: -4.97% avg: -2.65%           |   From here: 23% pos (n=26)             
                                           |                                          |   Med remaining: -3.64%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 222.69)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         3.32% ->       215 [x]      |   DC Upper: 246.35                       |   EV: -1.61% [!]                        
    T2        13.36% ->       193 [ ]      |     (17.31% risk)                        |   WR 34% x 8.76% rwd                    
    T3 trail  22.81% ->       172 [ ]      |   2-ATR: 224.79                          |   - 66% x 7.04% risk                    
                                           |     (7.04% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   AMZN bearish 15 bars
    ---------------------------- ---- ----- ------- --------     |   still early (12th pctile)
    TREND (BULL above MA)          57   53%  18.34%   +6.32%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       27   33%  13.62%   -0.15%     |   5.70% move is larger than most (72th)
    SHORT THE RIP (BEAR above)     52   27%   8.33%   -2.91%     |   most trends still going, 34% WR
    TREND (BEAR below MA)          32   34%  13.16%   -0.10% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.04% risk)                        |   Stop: 246.35 (17.31% away)

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  Apple (AAPL) (AAPL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading AAPL …
  11394 rows  |  1980-12-12 → 2026-02-27
  Regression: 5000 day lookback  R²=0.9752
  DONCHIAN SLIM  -  AAPL  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-04  (bar 16)  -  TREND
  Entry: 276.23 -> Current: 264.18  (-4.36%)  Pool: BULL above 200MA  (n=74)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 9th                            |   Current: -4.36% (31th pctile)          |   WR: 56.8%                             
    Median: 36 bars  Mean: 53              |   MFE: 1.60% (retaining -273%)           |   Surv: 90.5%  (>=16 bars)              
    P75: 68  P90: 113                      |   Hist med: 2.10% avg: 7.47%             |   From here: 38% pos (n=66)             
                                           |                                          |   Med remaining: -3.46%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 276.23)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         6.08% ->       293 [ ]      |   DC Lower: 251.94                       |   EV: +11.49% [+]                       
    T2        17.60% ->       325 [ ]      |     (4.63% risk)                         |   WR 57% x 24.39% rwd                   
    T3 trail  33.19% ->       368 [ ]      |   2-ATR: 249.79                          |   - 43% x 5.45% risk                    
                                           |     (5.45% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   AAPL bullish 16 bars
    ---------------------------- ---- ----- ------- --------     |   still early (9th pctile)
    TREND (BULL above MA)          74   57%  18.96%   +8.41% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       48   50%  19.46%   +7.01%     |   -4.36% gain is around typical (31th)
    SHORT THE RIP (BEAR above)     79   27%   7.69%   -1.96%     |   most trends still going, 57% WR
    TREND (BEAR below MA)          43   37%  12.34%   +1.17%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 5.45% risk)                        |   Stop: 251.94 (4.63% away)

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  Tesla (TSLA) (TSLA)
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  Downloading TSLA …
  3941 rows  |  2010-06-29 → 2026-02-27
  Regression: 3940 day lookback  R²=0.9118
  DONCHIAN SLIM  -  TSLA  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-06  (bar 36)  -  SHORT THE RIP
  Entry: 432.96 -> Current: 402.51  (+7.03%)  Pool: BEAR above 200MA  (n=26)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 69th                           |   Current: 7.03% (92th pctile)           |   WR: 23.1%                             
    Median: 26 bars  Mean: 34              |   MFE: 10.49% (retaining 67%)            |   Surv: 30.8%  (>=36 bars)              
    P75: 38  P90: 53                       |   Hist med: -6.88% avg: -5.96%           |   From here: 14% pos (n=7)              
                                           |                                          |   Med remaining: -10.45%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 432.96)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         6.80% ->       404 [x]      |   DC Upper: 439.88                       |   EV: -3.94% [!]                        
    T2        12.98% ->       377 [ ]      |     (9.28% risk)                         |   WR 23% x 7.88% rwd                    
    T3 trail  23.07% ->       333 [ ]      |   2-ATR: 432.64                          |   - 77% x 7.49% risk                    
                                           |     (7.49% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   TSLA bearish 36 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (69th pctile)
    TREND (BULL above MA)          29   34%  19.21%   +1.72%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       14   64%  29.18%  +16.09%     |   7.03% move is in the top tier (92th)
    SHORT THE RIP (BEAR above)     26   23%  14.29%   -2.46% <   |   majority already reversed, 23% WR
    TREND (BEAR below MA)          17   29%  13.04%   -1.45%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 7.49% risk)                        |   Stop: 439.88 (9.28% away)

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  Meta (META) (META)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading META …
  3464 rows  |  2012-05-18 → 2026-02-27
  Regression: 930 day lookback  R²=0.8725
  DONCHIAN SLIM  -  META  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-01-26  (bar 23)  -  BUY THE DIP
  Entry: 672.36 -> Current: 648.18  (-3.60%)  Pool: all BULL  (n=37)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 16th                           |   Current: -3.60% (35th pctile)          |   WR: 59.5%                             
    Median: 54 bars  Mean: 60              |   MFE: 10.66% (retaining -34%)           |   Surv: 83.8%  (>=23 bars)              
    P75: 77  P90: 106                      |   Hist med: 1.21% avg: 9.68%             |   From here: 48% pos (n=31)             
                                           |                                          |   Med remaining: -1.83%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 672.36)               | STOP                                     | EXPECTANCY  -  BUY THE DIP              
    T1         5.77% ->       711 [x]      |   DC Lower: 628.15                       |   EV: +10.16% [+]                       
    T2        11.84% ->       752 [ ]      |     (3.09% risk)                         |   WR 59% x 21.32% rwd                   
    T3 trail  33.25% ->       896 [ ]      |   2-ATR: 607.93                          |   - 41% x 6.21% risk                    
                                           |     (6.21% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   META bullish 23 bars
    ---------------------------- ---- ----- ------- --------     |   still early (16th pctile)
    TREND (BULL above MA)          28   61%  12.66%   +5.25%     |   This is a buy the dip setup
    BUY THE DIP (BULL below)        7   57%  39.50%  +19.91% <   |   -3.60% gain is around typical (35th)
    SHORT THE RIP (BEAR above)     27   15%   6.81%   -4.28%     |   most trends still going, 59% WR
    TREND (BEAR below MA)           8   62%  18.28%   +9.09%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 6.21% risk)                        |   Stop: 628.15 (3.09% away)

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  Microsoft (MSFT) (MSFT)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading MSFT …
  10068 rows  |  1986-03-13 → 2026-02-27
  Regression: 3770 day lookback  R²=0.9813
  DONCHIAN SLIM  -  MSFT  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2025-11-06  (bar 76)  -  TREND
  Entry: 495.04 -> Current: 392.74  (+20.67%)  Pool: BEAR below 200MA  (n=39)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 92th                           |   Current: 20.67% (97th pctile)          |   WR: 30.8%                             
    Median: 32 bars  Mean: 38              |   MFE: 22.89% (retaining 90%)            |   Surv: 7.7%  (>=76 bars)               
    P75: 44  P90: 71                       |   Hist med: -4.12% avg: -2.90%           |   From here: 33% pos (n=3)              
                                           |                                          |   Med remaining: -3.84%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 495.04)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         2.08% ->       485 [x]      |   DC Upper: 438.60                       |   EV: -3.77% [!]                        
    T2         7.78% ->       457 [x]      |     (11.68% risk)                        |   WR 31% x 0.00% rwd                    
    T3 trail  12.66% ->       432 [x]      |   2-ATR: 414.15                          |   - 69% x 5.45% risk                    
                                           |     (5.45% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   MSFT bearish 76 bars
    ---------------------------- ---- ----- ------- --------     |   extended well beyond typical (92th pctile)
    TREND (BULL above MA)          80   48%  12.55%   +3.10%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       29   55%  16.11%   +6.44%     |   20.67% move is in the top tier (97th)
    SHORT THE RIP (BEAR above)     70   20%   5.90%   -3.18%     |   very few last this long, 31% WR
    TREND (BEAR below MA)          39   31%   7.50%   -1.47% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 5.45% risk)                        |   Stop: 438.60 (11.68% away)

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  NVIDIA (NVDA) (NVDA)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading NVDA …
  6817 rows  |  1999-01-22 → 2026-02-27
  Regression: 3470 day lookback  R²=0.9698
  DONCHIAN SLIM  -  NVDA  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-25  (bar 2)  -  TREND
  Entry: 195.56 -> Current: 177.19  (-9.39%)  Pool: BULL above 200MA  (n=51)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: -9.39% (25th pctile)          |   WR: 56.9%                             
    Median: 42 bars  Mean: 56              |   Hist med: 2.65% avg: 14.16%            |   Surv: 100.0%  (>=2 bars)              
    P75: 78  P90: 120                      |                                          |   From here: 53% pos (n=51)             
                                           |                                          |   Med remaining: 2.05%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 195.56)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         6.93% ->       209 [ ]      |   DC Lower: 171.03                       |   EV: +16.94% [+]                       
    T2        17.39% ->       230 [ ]      |     (3.48% risk)                         |   WR 57% x 35.71% rwd                   
    T3 trail  44.57% ->       283 [ ]      |   2-ATR: 163.37                          |   - 43% x 7.80% risk                    
                                           |     (7.80% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NVDA bullish 2 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)          51   57%  22.96%   +9.69% <   |   This is a trend-following setup
    BUY THE DIP (BULL below)       22   50%  27.09%   +9.65%     |   -9.39% return is modest (25th)
    SHORT THE RIP (BEAR above)     54   19%   9.09%   -4.67%     |   most trends still going, 57% WR
    TREND (BEAR below MA)          20   60%  25.29%  +12.05%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 7.80% risk)                        |   Stop: 171.03 (3.48% away)

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  Netflix (NFLX) (NFLX)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading NFLX …
  5980 rows  |  2002-05-23 → 2026-02-27
  Regression: 5000 day lookback  R²=0.9304
  DONCHIAN SLIM  -  NFLX  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-27  (bar 0)  -  BUY THE DIP
  Entry: 96.24 -> Current: 96.24  (+0.00%)  Pool: BULL below 200MA  (n=19)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: 0.00% (47th pctile)           |   WR: 52.6%                             
    Median: 33 bars  Mean: 47              |   Hist med: 5.33% avg: 17.45%            |   Surv: 100.0%  (>=0 bars)              
    P75: 63  P90: 92                       |                                          |   From here: 53% pos (n=19)             
                                           |                                          |   Med remaining: 5.33%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 96.24)                | STOP                                     | EXPECTANCY  -  BUY THE DIP              
    T1         8.30% ->       104 [ ]      |   DC Lower: 75.01                        |   EV: +9.01% [+]                        
    T2        20.28% ->       116 [ ]      |     (22.06% risk)                        |   WR 53% x 23.25% rwd                   
    T3 trail  41.18% ->       136 [ ]      |   2-ATR: 89.69                           |   - 47% x 6.81% risk                    
                                           |     (6.81% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   NFLX bullish 0 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)          47   49%  19.96%   +6.29%     |   This is a buy the dip setup
    BUY THE DIP (BULL below)       19   53%  23.25%   +9.01% <   |   0.00% gain is around typical (47th)
    SHORT THE RIP (BEAR above)     49   18%   7.23%   -4.23%     |   most trends still going, 53% WR
    TREND (BEAR below MA)          18   28%  10.64%   -1.96%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 6.81% risk)                        |   Stop: 75.01 (22.06% away)

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  Palantir (PLTR) (PLTR)
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  Downloading PLTR …
  1359 rows  |  2020-09-30 → 2026-02-27
  Regression: 830 day lookback  R²=0.9575
  DONCHIAN SLIM  -  PLTR  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-02  (bar 38)  -  TREND
  Entry: 167.86 -> Current: 137.19  (+18.27%)  Pool: all BEAR  (n=17)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 59th                           |   Current: 18.27% (94th pctile)          |   WR: 11.8%                             
    Median: 26 bars  Mean: 35              |   MFE: 24.80% (retaining 74%)            |   Surv: 41.2%  (>=38 bars)              
    P75: 42  P90: 65                       |   Hist med: -19.86% avg: -12.65%         |   From here: 14% pos (n=7)              
                                           |                                          |   Med remaining: -10.21%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 167.86)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.26% ->       159 [x]      |   DC Upper: 165.08                       |   EV: -10.65% [!]                       
    T2        10.30% ->       151 [x]      |     (20.33% risk)                        |   WR 12% x 0.00% rwd                    
    T3 trail  15.67% ->       142 [x]      |   2-ATR: 153.74                          |   - 88% x 12.07% risk                   
                                           |     (12.07% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   PLTR bearish 38 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (59th pctile)
    TREND (BULL above MA)          11   45%  39.13%  +11.21%     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   18.27% move is in the top tier (94th)
    SHORT THE RIP (BEAR above)      8    0%   8.46%  -12.07%     |   ~half have ended by now, 12% WR
    TREND (BEAR below MA)           6   33%  19.98%   -1.38% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 12.07% risk)                       |   Stop: 165.08 (20.33% away)

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  Oracle (ORCL) (ORCL)
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  Downloading ORCL …
  10069 rows  |  1986-03-12 → 2026-02-27
  Regression: 5000 day lookback  R²=0.9308
  DONCHIAN SLIM  -  ORCL  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-21  (bar 26)  -  TREND
  Entry: 173.88 -> Current: 145.40  (+16.38%)  Pool: BEAR below 200MA  (n=35)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 49th                           |   Current: 16.38% (91th pctile)          |   WR: 31.4%                             
    Median: 28 bars  Mean: 34              |   MFE: 22.22% (retaining 74%)            |   Surv: 51.4%  (>=26 bars)              
    P75: 47  P90: 62                       |   Hist med: -5.95% avg: -2.23%           |   From here: 17% pos (n=18)             
                                           |                                          |   Med remaining: -5.11%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 173.88)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         1.96% ->       170 [x]      |   DC Upper: 171.20                       |   EV: -7.67% [!]                        
    T2        10.60% ->       155 [x]      |     (17.74% risk)                        |   WR 31% x 1.00% rwd                    
    T3 trail  18.88% ->       141 [x]      |   2-ATR: 162.33                          |   - 69% x 11.65% risk                   
                                           |     (11.65% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ORCL bearish 26 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (49th pctile)
    TREND (BULL above MA)          82   49%  13.72%   +0.73%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       32   56%  18.66%   +5.40%     |   16.38% move is in the top tier (91th)
    SHORT THE RIP (BEAR above)     79   25%   6.60%   -7.03%     |   ~half have ended by now, 31% WR
    TREND (BEAR below MA)          35   31%  10.48%   -4.69% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 11.65% risk)                       |   Stop: 171.20 (17.74% away)

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  AMD (AMD) (AMD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading AMD …
  11582 rows  |  1980-03-17 → 2026-02-27
  Regression: 3370 day lookback  R²=0.9131
  DONCHIAN SLIM  -  AMD  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-02-05  (bar 15)  -  SHORT THE RIP
  Entry: 192.50 -> Current: 200.21  (-4.01%)  Pool: BEAR above 200MA  (n=68)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 19th                           |   Current: -4.01% (59th pctile)          |   WR: 33.8%                             
    Median: 34 bars  Mean: 41              |   Hist med: -7.37% avg: -1.89%           |   Surv: 80.9%  (>=15 bars)              
    P75: 55  P90: 92                       |                                          |   From here: 24% pos (n=54)             
                                           |                                          |   Med remaining: -5.57%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 192.50)               | STOP                                     | EXPECTANCY  -  SHORT THE RIP            
    T1         4.40% ->       184 [ ]      |   DC Upper: 252.65                       |   EV: -2.91% [!]                        
    T2        12.02% ->       169 [ ]      |     (26.19% risk)                        |   WR 34% x 15.98% rwd                   
    T3 trail  21.42% ->       151 [ ]      |   2-ATR: 225.36                          |   - 66% x 12.56% risk                   
                                           |     (12.56% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   AMD bearish 15 bars
    ---------------------------- ---- ----- ------- --------     |   still early (19th pctile)
    TREND (BULL above MA)          69   35%  17.76%   -2.02%     |   This is a short the rip setup
    BUY THE DIP (BULL below)       62   47%  25.53%   +5.25%     |   -4.01% gain is around typical (59th)
    SHORT THE RIP (BEAR above)     68   34%  12.61%   -4.05% <   |   most trends still going, 34% WR
    TREND (BEAR below MA)          62   42%  17.35%   -0.02%     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 12.56% risk)                       |   Stop: 252.65 (26.19% away)

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  MicroStrategy (MSTR) (MSTR)
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  Downloading MSTR …
  6972 rows  |  1998-06-11 → 2026-02-27
  Regression: 950 day lookback  R²=0.8230
  DONCHIAN SLIM  -  MSTR  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-29  (bar 20)  -  TREND
  Entry: 143.19 -> Current: 129.50  (+9.56%)  Pool: BEAR below 200MA  (n=33)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 30th                           |   Current: 9.56% (73th pctile)           |   WR: 36.4%                             
    Median: 32 bars  Mean: 36              |   MFE: 27.25% (retaining 35%)            |   Surv: 69.7%  (>=20 bars)              
    P75: 49  P90: 63                       |   Hist med: -7.31% avg: -0.78%           |   From here: 35% pos (n=23)             
                                           |                                          |   Med remaining: -4.61%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 143.19)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         4.62% ->       137 [x]      |   DC Upper: 151.15                       |   EV: -7.66% [!]                        
    T2        13.84% ->       123 [x]      |     (16.72% risk)                        |   WR 36% x 9.69% rwd                    
    T3 trail  31.56% ->        98 [ ]      |   2-ATR: 152.26                          |   - 64% x 17.58% risk                   
                                           |     (17.58% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   MSTR bearish 20 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (30th pctile)
    TREND (BULL above MA)          42   48%  16.85%   -1.18%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       34   47%  25.44%   +2.67%     |   9.56% move is larger than most (73th)
    SHORT THE RIP (BEAR above)     42   31%  11.66%   -8.53%     |   ~half have ended by now, 36% WR
    TREND (BEAR below MA)          33   36%  16.67%   -5.12% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 17.58% risk)                       |   Stop: 151.15 (16.72% away)

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  Robinhood (HOOD) (HOOD)
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  Downloading HOOD …
  1151 rows  |  2021-07-29 → 2026-02-27
  Regression: 620 day lookback  R²=0.9399
  DONCHIAN SLIM  -  HOOD  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2025-11-20  (bar 66)  -  TREND
  Entry: 106.21 -> Current: 75.85  (+28.58%)  Pool: all BEAR  (n=9)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 78th                           |   Current: 28.58% (100th pctile)         |   WR: 22.2%                             
    Median: 30 bars  Mean: 37              |   MFE: 34.83% (retaining 82%)            |   Surv: 22.2%  (>=66 bars)              
    P75: 45  P90: 74                       |   Hist med: -8.98% avg: -8.25%           |   From here: 0% pos (n=2)               
                                           |                                          |   Med remaining: -19.42%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 106.21)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.81% ->       100 [x]      |   DC Upper: 104.30                       |   EV: -11.96% [!]                       
    T2         9.94% ->        96 [x]      |     (37.51% risk)                        |   WR 22% x 2.52% rwd                    
    T3 trail  33.99% ->        70 [x]      |   2-ATR: 88.06                           |   - 78% x 16.10% risk                   
                                           |     (16.10% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   HOOD bearish 66 bars
    ---------------------------- ---- ----- ------- --------     |   getting long in the tooth (78th pctile)
    TREND (BULL above MA)           7   86%  67.07%  +55.19%     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   28.58% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)      5   20%   0.00%        -     |   majority already reversed, 22% WR
    TREND (BEAR below MA)           -     -       -        -     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 16.10% risk)                       |   Stop: 104.30 (37.51% away)

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  Circle (CRCL) (CRCL)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading CRCL …
  184 rows  |  2025-06-05 → 2026-02-27
  ⚠ REGRESSION SKIPPED: Not enough rows (184). Need ≥305.

  DONCHIAN SLIM  -  CRCL  |  2026-02-27
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-25  (bar 2)  -  TREND
  Entry: 83.14 -> Current: 83.44  (+0.36%)  Pool: all BULL  (n=1)
  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 0th                            |   Current: 0.36% (100th pctile)          |   WR: 0.0%                              
    Median: 22 bars  Mean: 22              |   MFE: 8.97% (retaining 4%)              |   Surv: 100.0%  (>=2 bars)              
    P75: 22  P90: 22                       |   Hist med: -21.28% avg: -21.28%         |   From here: 0% pos (n=1)               
                                           |                                          |   Med remaining: -20.47%                
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 83.14)                | STOP                                     | EXPECTANCY  -  TREND                    
                                           |   DC Lower: 49.90                        |   Insufficient data                     
                                           |     (40.20% risk)                        |                                         
                                           |   2-ATR: 71.65                           |                                         
                                           |     (14.13% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   CRCL bullish 2 bars
    ---------------------------- ---- ----- ------- --------     |   still early (0th pctile)
    TREND (BULL above MA)           -     -       -        -     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   0.36% move is in the top tier (100th)
    SHORT THE RIP (BEAR above)      -     -       -        -     |   most trends still going, 0% WR
    TREND (BEAR below MA)           -     -       -        -     |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 14.13% risk)                       |   Stop: 49.90 (40.20% away)

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  Bitcoin (BTC) (BTC-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading BTC-USD …
  4184 rows  |  2014-09-17 → 2026-03-01
  Regression: 1360 day lookback  R²=0.8845
  DONCHIAN SLIM  -  BTC-USD  |  2026-03-01
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-25  (bar 35)  -  TREND
  Entry: 86,572.22 -> Current: 65,682.52  (+24.13%)  Pool: BEAR below 200MA  (n=12)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 50th                           |   Current: 24.13% (83th pctile)          |   WR: 50.0%                             
    Median: 30 bars  Mean: 48              |   MFE: 30.61% (retaining 79%)            |   Surv: 50.0%  (>=35 bars)              
    P75: 58  P90: 94                       |   Hist med: -0.49% avg: 4.63%            |   From here: 60% pos (n=5)              
                                           |                                          |   Med remaining: 1.26%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 86,572.22)            | STOP                                     | EXPECTANCY  -  TREND                    
    T1         9.81% ->    78,083 [x]      |   DC Upper: 70,939.29                    |   EV: -4.11% [!]                        
    T2        15.67% ->    73,003 [x]      |     (8.00% risk)                         |   WR 50% x 0.38% rwd                    
    T3 trail  24.98% ->    64,943 [x]      |   2-ATR: 71,323.37                       |   - 50% x 8.59% risk                    
                                           |     (8.59% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   BTC-USD bearish 35 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (50th pctile)
    TREND (BULL above MA)          24   58%  24.98%  +10.99%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       17   53%  34.98%  +14.48%     |   24.13% move is larger than most (83th)
    SHORT THE RIP (BEAR above)     28   36%  11.81%   -1.30%     |   ~half have ended by now, 50% WR
    TREND (BEAR below MA)          12   50%  16.82%   +4.12% <   |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 8.59% risk)                        |   Stop: 70,939.29 (8.00% away)

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  Ethereum (ETH) (ETH-USD)
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  Downloading ETH-USD …
  3035 rows  |  2017-11-09 → 2026-03-01
  Regression: 2760 day lookback  R²=0.6825
  DONCHIAN SLIM  -  ETH-USD  |  2026-03-01
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-20  (bar 40)  -  TREND
  Entry: 2,935.61 -> Current: 1,930.54  (+34.24%)  Pool: BEAR below 200MA  (n=10)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 70th                           |   Current: 34.24% (90th pctile)          |   WR: 30.0%                             
    Median: 36 bars  Mean: 39              |   MFE: 40.43% (retaining 85%)            |   Surv: 30.0%  (>=40 bars)              
    P75: 44  P90: 80                       |   Hist med: -9.76% avg: 0.10%            |   From here: 67% pos (n=3)              
                                           |                                          |   Med remaining: 16.01%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 2,935.61)             | STOP                                     | EXPECTANCY  -  TREND                    
    T1         5.98% ->     2,760 [x]      |   DC Upper: 2,145.51                     |   EV: -8.24% [!]                        
    T2         9.11% ->     2,668 [x]      |     (11.14% risk)                        |   WR 30% x 0.00% rwd                    
    T3 trail  23.92% ->     2,233 [x]      |   2-ATR: 2,157.89                        |   - 70% x 11.78% risk                   
                                           |     (11.78% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   ETH-USD bearish 40 bars
    ---------------------------- ---- ----- ------- --------     |   mature, past the halfway mark (70th pctile)
    TREND (BULL above MA)          11   55%  29.18%  +10.56%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       16   50%  29.40%   +8.81%     |   34.24% move is in the top tier (90th)
    SHORT THE RIP (BEAR above)     16   38%  17.81%   -0.68%     |   majority already reversed, 30% WR
    TREND (BEAR below MA)          10   30%  13.00%   -4.34% <   |   history favours more (67%)
    (EV = WR x MFE - (1-WR) x 11.78% risk)                       |   Stop: 2,145.51 (11.14% away)

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  Solana (SOL) (SOL-USD)
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  Downloading SOL-USD …
  2152 rows  |  2020-04-10 → 2026-03-01
  Regression: 1240 day lookback  R²=0.6751
  DONCHIAN SLIM  -  SOL-USD  |  2026-03-01
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-25  (bar 35)  -  TREND
  Entry: 118.77 -> Current: 82.94  (+30.17%)  Pool: BEAR below 200MA  (n=10)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 40th                           |   Current: 30.17% (80th pctile)          |   WR: 30.0%                             
    Median: 38 bars  Mean: 41              |   MFE: 42.17% (retaining 72%)            |   Surv: 60.0%  (>=35 bars)              
    P75: 57  P90: 63                       |   Hist med: -3.87% avg: 3.45%            |   From here: 17% pos (n=6)              
                                           |                                          |   Med remaining: -5.31%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 118.77)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1        16.77% ->        99 [x]      |   DC Upper: 91.08                        |   EV: -7.52% [!]                        
    T2        20.13% ->        95 [x]      |     (9.80% risk)                         |   WR 30% x 5.31% rwd                    
    T3 trail  41.28% ->        70 [x]      |   2-ATR: 93.74                           |   - 70% x 13.02% risk                   
                                           |     (13.02% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SOL-USD bearish 35 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (40th pctile)
    TREND (BULL above MA)           9   33%  40.90%   +4.96%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       11   55%  40.19%  +16.00%     |   30.17% move is larger than most (80th)
    SHORT THE RIP (BEAR above)      9   33%  24.50%   -0.51%     |   ~half have ended by now, 30% WR
    TREND (BEAR below MA)          10   30%  26.06%   -1.29% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 13.02% risk)                       |   Stop: 91.08 (9.80% away)

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  BNB (BNB-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading BNB-USD …
  3035 rows  |  2017-11-09 → 2026-03-01
  Regression: 3030 day lookback  R²=0.8162
  DONCHIAN SLIM  -  BNB-USD  |  2026-03-01
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2026-01-31  (bar 29)  -  TREND
  Entry: 780.48 -> Current: 612.42  (+21.53%)  Pool: BEAR below 200MA  (n=14)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 29th                           |   Current: 21.53% (79th pctile)          |   WR: 35.7%                             
    Median: 40 bars  Mean: 43              |   MFE: 26.11% (retaining 82%)            |   Surv: 71.4%  (>=29 bars)              
    P75: 52  P90: 83                       |   Hist med: -4.76% avg: 1.21%            |   From here: 20% pos (n=10)             
                                           |                                          |   Med remaining: -5.34%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 780.48)               | STOP                                     | EXPECTANCY  -  TREND                    
    T1         4.38% ->       746 [x]      |   DC Upper: 640.96                       |   EV: -3.92% [!]                        
    T2        11.83% ->       688 [x]      |     (4.66% risk)                         |   WR 36% x 3.58% rwd                    
    T3 trail  29.97% ->       547 [ ]      |   2-ATR: 662.00                          |   - 64% x 8.10% risk                    
                                           |     (8.10% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   BNB-USD bearish 29 bars
    ---------------------------- ---- ----- ------- --------     |   developing but has room (29th pctile)
    TREND (BULL above MA)          15   40%  23.37%   +4.49%     |   This is a trend-following setup
    BUY THE DIP (BULL below)       13   54%  24.29%   +9.34%     |   21.53% move is larger than most (79th)
    SHORT THE RIP (BEAR above)     14   36%  18.57%   +1.43%     |   most trends still going, 36% WR
    TREND (BEAR below MA)          14   36%  15.39%   +0.29% <   |   most of the move likely done
    (EV = WR x MFE - (1-WR) x 8.10% risk)                        |   Stop: 640.96 (4.66% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  TRON (TRX) (TRX-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading TRX-USD …
  3034 rows  |  2017-11-09 → 2026-02-28
  Regression: 1210 day lookback  R²=0.9506
  DONCHIAN SLIM  -  TRX-USD  |  2026-02-28
  --------------------------------------------------------------------------------------------------------------------------------
  BULL  since 2026-02-21  (bar 7)  -  BUY THE DIP
  Entry: 0.29 -> Current: 0.28  (-2.19%)  Pool: BULL below 200MA  (n=11)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 9th                            |   Current: -2.19% (45th pctile)          |   WR: 45.5%                             
    Median: 38 bars  Mean: 51              |   MFE: 0.74% (retaining -297%)           |   Surv: 90.9%  (>=7 bars)               
    P75: 56  P90: 84                       |   Hist med: -1.37% avg: 8.09%            |   From here: 50% pos (n=10)             
                                           |                                          |   Med remaining: 3.43%                  
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 0.29)                 | STOP                                     | EXPECTANCY  -  BUY THE DIP              
    T1         6.48% ->         0 [ ]      |   DC Lower: 0.27                         |   EV: +15.06% [+]                       
    T2        29.36% ->         0 [ ]      |     (3.10% risk)                         |   WR 45% x 36.66% rwd                   
    T3 trail  65.16% ->         0 [ ]      |   2-ATR: 0.27                            |   - 55% x 2.94% risk                    
                                           |     (2.94% risk)                         |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   TRX-USD bullish 7 bars
    ---------------------------- ---- ----- ------- --------     |   still early (9th pctile)
    TREND (BULL above MA)          14   64%  30.22%  +18.38%     |   This is a buy the dip setup
    BUY THE DIP (BULL below)       11   45%  33.67%  +13.70% <   |   -2.19% gain is around typical (45th)
    SHORT THE RIP (BEAR above)     16   38%  14.77%   +3.70%     |   most trends still going, 45% WR
    TREND (BEAR below MA)          10   40%  15.46%   +4.42%     |   remaining upside ~coin flip
    (EV = WR x MFE - (1-WR) x 2.94% risk)                        |   Stop: 0.27 (3.10% away)

▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Sui (SUI) (SUI-USD)
▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓▓
  Downloading SUI-USD …
  810 rows  |  2022-03-18 → 2024-06-04
  Regression: 470 day lookback  R²=0.6905
  DONCHIAN SLIM  -  SUI-USD  |  2024-06-04
  --------------------------------------------------------------------------------------------------------------------------------
  BEAR  since 2024-04-12  (bar 53)  -  TREND
  Entry: 0.00 -> Current: 0.00  (-14.94%)  Pool: all BEAR  (n=5)

  DURATION                                 | RETURN                                   | SUCCESS RATE                            
    Pctile: 80th                           |   Current: -14.94% (40th pctile)         |   WR: 20.0%                             
    Median: 39 bars  Mean: 59              |   MFE: 54.02% (retaining -28%)           |   Surv: 20.0%  (>=53 bars)              
    P75: 46  P90: 122                      |   Hist med: -14.26% avg: -37.65%         |   From here: 100% pos (n=1)             
                                           |                                          |   Med remaining: 21.14%                 
  -----------------------------------------+------------------------------------------+-----------------------------------------
  TAKE PROFIT (entry 0.00)                 | STOP                                     | EXPECTANCY  -  TREND                    
                                           |   DC Upper: 0.00                         |   Insufficient data                     
                                           |     (130.00% risk)                       |                                         
                                           |   2-ATR: 0.00                            |                                         
                                           |     (51.73% risk)                        |                                         

  -----------------------------------------+------------------------------------------+-----------------------------------------
  ALL SETUPS  -  historical EV                                   | SUMMARY
    Setup                           n    WR     MFE       EV     |   SUI-USD bearish 53 bars
    ---------------------------- ---- ----- ------- --------     |   getting long in the tooth (80th pctile)
    TREND (BULL above MA)           -     -       -        -     |   This is a trend-following setup
    BUY THE DIP (BULL below)        -     -       -        -     |   -14.94% gain is around typical (40th)
    SHORT THE RIP (BEAR above)      -     -       -        -     |   very few last this long, 20% WR
    TREND (BEAR below MA)           -     -       -        -     |   history favours more (100%)
    (EV = WR x MFE - (1-WR) x 51.73% risk)                       |   Stop: 0.00 (130.00% away)


================================================================================
  SUMMARY — BEST-FIT REGRESSION FOR ALL TICKERS
================================================================================
Ticker         Name                         Lookback       R²      P-Value
--------------------------------------------------------------------------------
^GSPC          S&P 500                          4240   0.9809     0.00e+00
^NDX           Nasdaq 100                       4250   0.9846     0.00e+00
^RUT           Russell 2000                     4180   0.9085     0.00e+00
ES=F           S&P 500 Futures (ES)             4240   0.9812     0.00e+00
NQ=F           Nasdaq 100 Futures (NQ)          4250   0.9849     0.00e+00
SMH            Semiconductors (SMH)             3660   0.9758     0.00e+00
MAGS           Magnificent 7 (MAGS)              720   0.9373     0.00e+00
XLK            Tech Select (XLK)                4380   0.9846     0.00e+00
URA            Uranium (URA)                    1810   0.8624     0.00e+00
DX-Y.NYB       US Dollar Index (DXY)            4650   0.7604     0.00e+00
USDJPY=X       USD/JPY                          1740   0.8569     0.00e+00
EURUSD=X       EUR/USD                           340   0.7751    1.56e-111
GC=F           Gold                              610   0.9631     0.00e+00
SI=F           Silver                            300   0.8280    6.22e-116
NG=F           Natural Gas                       520   0.5825    2.51e-100
CL=F           Crude Oil (WTI)                   510   0.7803    2.69e-169
HG=F           Copper                           2670   0.7855     0.00e+00
PL=F           Platinum                          300   0.8993    1.37e-150
PA=F           Palladium                         300   0.8660    4.16e-132
GOOGL          Alphabet (GOOGL)                 4390   0.9775     0.00e+00
AMZN           Amazon (AMZN)                    5000   0.9615     0.00e+00
AAPL           Apple (AAPL)                     5000   0.9752     0.00e+00
TSLA           Tesla (TSLA)                     3940   0.9118     0.00e+00
META           Meta (META)                       930   0.8725     0.00e+00
MSFT           Microsoft (MSFT)                 3770   0.9813     0.00e+00
NVDA           NVIDIA (NVDA)                    3470   0.9698     0.00e+00
NFLX           Netflix (NFLX)                   5000   0.9304     0.00e+00
PLTR           Palantir (PLTR)                   830   0.9575     0.00e+00
ORCL           Oracle (ORCL)                    5000   0.9308     0.00e+00
AMD            AMD (AMD)                        3370   0.9131     0.00e+00
MSTR           MicroStrategy (MSTR)              950   0.8230     0.00e+00
HOOD           Robinhood (HOOD)                  620   0.9399     0.00e+00
BTC-USD        Bitcoin (BTC)                    1360   0.8845     0.00e+00
ETH-USD        Ethereum (ETH)                   2760   0.6825     0.00e+00
SOL-USD        Solana (SOL)                     1240   0.6751    1.54e-304
BNB-USD        BNB                              3030   0.8162     0.00e+00
TRX-USD        TRON (TRX)                       1210   0.9506     0.00e+00
SUI-USD        Sui (SUI)                         470   0.6905    2.87e-121

⚠ Skipped 1 ticker(s):
  CRCL           Circle (CRCL)                regression: Not enough rows (184). Need ≥305.
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